ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	117-195	117-172	-0-023	-0.1%	117-187
High	117-217	117-257	0-040	0.1%	118-250
Low	117-110	117-147	0-037	0.1%	117-150
Close	117-172	117-165	-0-007	0.0%	118-017
Range	0-107	0-110	0-003	2.8%	1-100
ATR	0-175	0-170	-0-005	-2.6%	0-000
Volume	565,847	531,647	-34,200	-6.0%	3,990,749

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-200	118-132	117-226
R3	118-090	118-022	117-195
R2	117-300	117-300	117-185
R1	117-232	117-232	117-175	117-211
PP	117-190	117-190	117-190	117-179
S1	117-122	117-122	117-155	117-101
S2	117-080	117-080	117-145
S3	116-290	117-012	117-135
S4	116-180	116-222	117-104

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	118-237	117-110	1-127	1.2%	0-163	0.4%	12%	False	False	595,655
10	118-250	116-285	1-285	1.6%	0-201	0.5%	33%	False	False	714,011
20	118-250	115-285	2-285	2.5%	0-178	0.5%	56%	False	False	674,353
40	118-250	115-040	3-210	3.1%	0-146	0.4%	65%	False	False	355,252

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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-084
2.618	118-225
1.618	118-115
1.000	118-047
0.618	118-005
HIGH	117-257
0.618	117-215
0.500	117-202
0.382	117-189
LOW	117-147
0.618	117-079
1.000	117-037
1.618	116-289
2.618	116-179
4.250	116-000

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	117-202	117-235
PP	117-190	117-212
S1	117-177	117-188

Download as Excel Spreadsheet

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

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