ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	118-200	118-050	-0-150	-0.4%	117-187
High	118-237	118-112	-0-125	-0.3%	118-250
Low	117-305	117-285	-0-020	-0.1%	117-150
Close	118-067	118-017	-0-050	-0.1%	118-017
Range	0-252	0-147	-0-105	-41.7%	1-100
ATR	0-181	0-179	-0-002	-1.3%	0-000
Volume	668,728	565,593	-103,135	-15.4%	3,990,749

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-152	119-072	118-098
R3	119-005	118-245	118-057
R2	118-178	118-178	118-044
R1	118-098	118-098	118-030	118-064
PP	118-031	118-031	118-031	118-015
S1	117-271	117-271	118-004	117-238
S2	117-204	117-204	117-310
S3	117-057	117-124	117-297
S4	116-230	116-297	117-256

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-012	121-115	118-248
R3	120-232	120-015	118-132
R2	119-132	119-132	118-094
R1	118-235	118-235	118-056	119-024
PP	118-032	118-032	118-032	118-087
S1	117-135	117-135	117-298	117-244
S2	116-252	116-252	117-260
S3	115-152	116-035	117-222
S4	114-052	114-255	117-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-250	117-150	1-100	1.1%	0-249	0.7%	45%	False	False	798,149
10	118-250	116-150	2-100	2.0%	0-200	0.5%	69%	False	False	703,118
20	118-250	115-220	3-030	2.6%	0-180	0.5%	76%	False	False	612,122
40	118-250	115-040	3-210	3.1%	0-140	0.4%	80%	False	False	311,690

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-043
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-097
2.618	119-177
1.618	119-030
1.000	118-259
0.618	118-203
HIGH	118-112
0.618	118-056
0.500	118-038
0.382	118-021
LOW	117-285
0.618	117-194
1.000	117-138
1.618	117-047
2.618	116-220
4.250	115-300

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	118-038	118-080
PP	118-031	118-059
S1	118-024	118-038

Download as Excel Spreadsheet

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

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