ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 116-192 116-297 0-105 0.3% 116-260
High 117-025 117-180 0-155 0.4% 117-067
Low 116-177 116-285 0-108 0.3% 115-285
Close 116-302 117-135 0-153 0.4% 116-255
Range 0-168 0-215 0-047 28.0% 1-102
ATR 0-144 0-149 0-005 3.5% 0-000
Volume 552,229 775,978 223,749 40.5% 3,695,760
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-098 119-012 117-253
R3 118-203 118-117 117-194
R2 117-308 117-308 117-174
R1 117-222 117-222 117-155 117-265
PP 117-093 117-093 117-093 117-115
S1 117-007 117-007 117-115 117-050
S2 116-198 116-198 117-096
S3 115-303 116-112 117-076
S4 115-088 115-217 117-017
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-188 120-004 117-167
R3 119-086 118-222 117-051
R2 117-304 117-304 117-012
R1 117-120 117-120 116-294 117-001
PP 116-202 116-202 116-202 116-143
S1 116-018 116-018 116-216 115-219
S2 115-100 115-100 116-178
S3 113-318 114-236 116-139
S4 112-216 113-134 116-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-180 115-285 1-215 1.4% 0-186 0.5% 92% True False 649,648
10 117-180 115-285 1-215 1.4% 0-164 0.4% 92% True False 670,334
20 117-180 115-060 2-120 2.0% 0-151 0.4% 94% True False 389,841
40 117-240 115-040 2-200 2.2% 0-108 0.3% 88% False False 196,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-134
2.618 119-103
1.618 118-208
1.000 118-075
0.618 117-313
HIGH 117-180
0.618 117-098
0.500 117-072
0.382 117-047
LOW 116-285
0.618 116-152
1.000 116-070
1.618 115-257
2.618 115-042
4.250 114-011
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 117-114 117-092
PP 117-093 117-048
S1 117-072 117-005

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These figures are updated between 7pm and 10pm EST after a trading day.

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