ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 117-172 117-157 -0-015 0.0% 117-187
High 117-257 117-212 -0-045 -0.1% 118-250
Low 117-147 117-042 -0-105 -0.3% 117-150
Close 117-165 117-060 -0-105 -0.3% 118-017
Range 0-110 0-170 0-060 54.5% 1-100
ATR 0-170 0-170 0-000 0.0% 0-000
Volume 531,647 631,838 100,191 18.8% 3,990,749
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-295 118-187 117-154
R3 118-125 118-017 117-107
R2 117-275 117-275 117-091
R1 117-167 117-167 117-076 117-136
PP 117-105 117-105 117-105 117-089
S1 116-317 116-317 117-044 116-286
S2 116-255 116-255 117-029
S3 116-085 116-147 117-013
S4 115-235 115-297 116-286
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
5 118-112 117-042 1-070 1.0% 0-146 0.4% 5% False True 588,277
10 118-250 117-042 1-208 1.4% 0-196 0.5% 3% False True 699,597
20 118-250 115-285 2-285 2.5% 0-180 0.5% 45% False False 684,965
40 118-250 115-040 3-210 3.1% 0-149 0.4% 56% False False 370,975
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 0-041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-294
2.618 119-017
1.618 118-167
1.000 118-062
0.618 117-317
HIGH 117-212
0.618 117-147
0.500 117-127
0.382 117-107
LOW 117-042
0.618 116-257
1.000 116-192
1.618 116-087
2.618 115-237
4.250 114-280
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 117-127 117-150
PP 117-105 117-120
S1 117-082 117-090

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

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