ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	117-187	117-267	0-080	0.2%	116-237
High	118-040	118-232	0-192	0.5%	117-245
Low	117-150	117-255	0-105	0.3%	116-150
Close	117-285	117-280	-0-005	0.0%	117-162
Range	0-210	0-297	0-087	41.4%	1-095
ATR	0-153	0-163	0-010	6.8%	0-000
Volume	758,466	931,404	172,938	22.8%	3,040,434

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-293	120-104	118-123
R3	119-316	119-127	118-042
R2	119-019	119-019	118-014
R1	118-150	118-150	117-307	118-244
PP	118-042	118-042	118-042	118-090
S1	117-173	117-173	117-253	117-268
S2	117-065	117-065	117-226
S3	116-088	116-196	117-198
S4	115-111	115-219	117-117

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	118-232	116-177	2-055	1.8%	0-205	0.5%	61%	True	False	729,501
10	118-232	115-285	2-267	2.4%	0-194	0.5%	70%	True	False	719,073
20	118-232	115-060	3-172	3.0%	0-166	0.4%	76%	True	False	503,947
40	118-232	115-040	3-192	3.1%	0-124	0.3%	76%	True	False	254,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	122-214
2.618	121-050
1.618	120-073
1.000	119-209
0.618	119-096
HIGH	118-232
0.618	118-119
0.500	118-084
0.382	118-048
LOW	117-255
0.618	117-071
1.000	116-278
1.618	116-094
2.618	115-117
4.250	113-273

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	118-084	118-012
PP	118-042	117-315
S1	118-001	117-297

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols