ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	117-267	117-310	0-043	0.1%	116-237
High	118-232	118-250	0-018	0.0%	117-245
Low	117-255	117-230	-0-025	-0.1%	116-150
Close	117-280	118-135	0-175	0.5%	117-162
Range	0-297	1-020	0-043	14.5%	1-095
ATR	0-163	0-176	0-013	7.8%	0-000
Volume	931,404	1,066,558	135,154	14.5%	3,040,434

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-158	121-007	119-002
R3	120-138	119-307	118-228
R2	119-118	119-118	118-197
R1	118-287	118-287	118-166	119-042
PP	118-098	118-098	118-098	118-136
S1	117-267	117-267	118-104	118-022
S2	117-078	117-078	118-073
S3	116-058	116-247	118-042
S4	115-038	115-227	117-268

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	118-250	116-285	1-285	1.6%	0-239	0.6%	81%	True	False	832,367
10	118-250	115-285	2-285	2.4%	0-213	0.6%	88%	True	False	753,042
20	118-250	115-110	3-140	2.9%	0-176	0.5%	90%	True	False	556,160
40	118-250	115-040	3-210	3.1%	0-130	0.3%	90%	True	False	280,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	123-095
2.618	121-180
1.618	120-160
1.000	119-270
0.618	119-140
HIGH	118-250
0.618	118-120
0.500	118-080
0.382	118-040
LOW	117-230
0.618	117-020
1.000	116-210
1.618	116-000
2.618	114-300
4.250	113-065

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	118-117	118-103
PP	118-098	118-072
S1	118-080	118-040

Download as Excel Spreadsheet

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

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