ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 118-027 117-195 -0-152 -0.4% 117-187
High 118-040 117-217 -0-143 -0.4% 118-250
Low 117-162 117-110 -0-052 -0.1% 117-150
Close 117-210 117-172 -0-038 -0.1% 118-017
Range 0-198 0-107 -0-091 -46.0% 1-100
ATR 0-180 0-175 -0-005 -2.9% 0-000
Volume 646,464 565,847 -80,617 -12.5% 3,990,749
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-167 118-117 117-231
R3 118-060 118-010 117-201
R2 117-273 117-273 117-192
R1 117-223 117-223 117-182 117-194
PP 117-166 117-166 117-166 117-152
S1 117-116 117-116 117-162 117-088
S2 117-059 117-059 117-152
S3 116-272 117-009 117-143
S4 116-165 116-222 117-113
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
5 118-250 117-110 1-140 1.2% 0-209 0.6% 13% False True 702,638
10 118-250 116-177 2-073 1.9% 0-207 0.5% 44% False False 716,069
20 118-250 115-285 2-285 2.5% 0-179 0.5% 57% False False 665,551
40 118-250 115-040 3-210 3.1% 0-147 0.4% 66% False False 341,966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-035
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 119-032
2.618 118-177
1.618 118-070
1.000 118-004
0.618 117-283
HIGH 117-217
0.618 117-176
0.500 117-164
0.382 117-151
LOW 117-110
0.618 117-044
1.000 117-003
1.618 116-257
2.618 116-150
4.250 115-295
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 117-169 117-271
PP 117-166 117-238
S1 117-164 117-205

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

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