ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 117-157 117-045 -0-112 -0.3% 118-027
High 117-212 117-110 -0-102 -0.3% 118-040
Low 117-042 116-260 -0-102 -0.3% 116-260
Close 117-060 116-282 -0-098 -0.3% 116-282
Range 0-170 0-170 0-000 0.0% 1-100
ATR 0-170 0-170 0-000 0.0% 0-000
Volume 631,838 640,493 8,655 1.4% 3,016,289
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-194 118-088 117-056
R3 118-024 117-238 117-009
R2 117-174 117-174 116-313
R1 117-068 117-068 116-298 117-036
PP 117-004 117-004 117-004 116-308
S1 116-218 116-218 116-266 116-186
S2 116-154 116-154 116-251
S3 115-304 116-048 116-235
S4 115-134 115-198 116-188
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-067 120-115 117-193
R3 119-287 119-015 117-078
R2 118-187 118-187 117-039
R1 117-235 117-235 117-000 117-161
PP 117-087 117-087 117-087 117-050
S1 116-135 116-135 116-244 116-061
S2 115-307 115-307 116-205
S3 114-207 115-035 116-166
S4 113-107 113-255 116-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-040 116-260 1-100 1.1% 0-151 0.4% 5% False True 603,257
10 118-250 116-260 1-310 1.7% 0-200 0.5% 3% False True 700,703
20 118-250 115-285 2-285 2.5% 0-184 0.5% 34% False False 687,161
40 118-250 115-040 3-210 3.1% 0-151 0.4% 48% False False 386,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0-041
Fibonacci Retracements and Extensions
4.250 119-192
2.618 118-235
1.618 118-065
1.000 117-280
0.618 117-215
HIGH 117-110
0.618 117-045
0.500 117-025
0.382 117-005
LOW 116-260
0.618 116-155
1.000 116-090
1.618 115-305
2.618 115-135
4.250 114-178
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 117-025 117-098
PP 117-004 117-053
S1 116-303 117-008

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

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