ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 116-297 117-175 0-198 0.5% 116-237
High 117-180 117-245 0-065 0.2% 117-245
Low 116-285 117-112 0-147 0.4% 116-150
Close 117-135 117-162 0-027 0.1% 117-162
Range 0-215 0-133 -0-082 -38.1% 1-095
ATR 0-149 0-148 -0-001 -0.8% 0-000
Volume 775,978 629,429 -146,549 -18.9% 3,040,434
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-252 118-180 117-235
R3 118-119 118-047 117-199
R2 117-306 117-306 117-186
R1 117-234 117-234 117-174 117-204
PP 117-173 117-173 117-173 117-158
S1 117-101 117-101 117-150 117-070
S2 117-040 117-040 117-138
S3 116-227 116-288 117-125
S4 116-094 116-155 117-089
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-044 120-198 118-070
R3 119-269 119-103 117-276
R2 118-174 118-174 117-238
R1 118-008 118-008 117-200 118-091
PP 117-079 117-079 117-079 117-120
S1 116-233 116-233 117-124 116-316
S2 115-304 115-304 117-086
S3 114-209 115-138 117-048
S4 113-114 114-043 116-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-245 116-150 1-095 1.1% 0-152 0.4% 80% True False 608,086
10 117-245 115-285 1-280 1.6% 0-168 0.4% 86% True False 673,619
20 117-245 115-060 2-185 2.2% 0-150 0.4% 90% True False 420,778
40 117-245 115-040 2-205 2.2% 0-112 0.3% 90% True False 211,980
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-170
2.618 118-273
1.618 118-140
1.000 118-058
0.618 118-007
HIGH 117-245
0.618 117-194
0.500 117-178
0.382 117-163
LOW 117-112
0.618 117-030
1.000 116-299
1.618 116-217
2.618 116-084
4.250 115-187
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 117-178 117-125
PP 117-173 117-088
S1 117-168 117-051

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

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