ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	118-050	118-027	-0-023	-0.1%	117-187
High	118-112	118-040	-0-072	-0.2%	118-250
Low	117-285	117-162	-0-123	-0.3%	117-150
Close	118-017	117-210	-0-127	-0.3%	118-017
Range	0-147	0-198	0-051	34.7%	1-100
ATR	0-179	0-180	0-001	0.8%	0-000
Volume	565,593	646,464	80,871	14.3%	3,990,749

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-198	119-082	117-319
R3	119-000	118-204	117-264
R2	118-122	118-122	117-246
R1	118-006	118-006	117-228	117-285
PP	117-244	117-244	117-244	117-224
S1	117-128	117-128	117-192	117-087
S2	117-046	117-046	117-174
S3	116-168	116-250	117-156
S4	115-290	116-052	117-101

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	117-162	1-088	1.1%	0-247	0.7%	12%	False	True	775,749
10	118-250	116-150	2-100	2.0%	0-207	0.5%	51%	False	False	713,485
20	118-250	115-285	2-285	2.5%	0-185	0.5%	61%	False	False	640,404
40	118-250	115-040	3-210	3.1%	0-145	0.4%	69%	False	False	327,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-242
2.618	119-238
1.618	119-040
1.000	118-238
0.618	118-162
HIGH	118-040
0.618	117-284
0.500	117-261
0.382	117-238
LOW	117-162
0.618	117-040
1.000	116-284
1.618	116-162
2.618	115-284
4.250	114-280

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	117-261	118-040
PP	117-244	117-310
S1	117-227	117-260

Download as Excel Spreadsheet

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

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