ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	116-265	116-275	0-010	0.0%	118-027
High	116-305	116-302	-0-003	0.0%	118-040
Low	116-202	116-170	-0-032	-0.1%	116-260
Close	116-245	116-197	-0-048	-0.1%	116-282
Range	0-103	0-132	0-029	28.2%	1-100
ATR	0-165	0-163	-0-002	-1.4%	0-000
Volume	540,239	536,676	-3,563	-0.7%	3,016,289

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-299	117-220	116-270
R3	117-167	117-088	116-233
R2	117-035	117-035	116-221
R1	116-276	116-276	116-209	116-250
PP	116-223	116-223	116-223	116-210
S1	116-144	116-144	116-185	116-118
S2	116-091	116-091	116-173
S3	115-279	116-012	116-161
S4	115-147	115-200	116-124

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	117-257	116-170	1-087	1.1%	0-137	0.4%	7%	False	True	576,178
10	118-250	116-170	2-080	1.9%	0-173	0.5%	4%	False	True	639,408
20	118-250	115-285	2-285	2.5%	0-184	0.5%	25%	False	False	679,240
40	118-250	115-040	3-210	3.1%	0-153	0.4%	41%	False	False	413,780

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-223
2.618	118-008
1.618	117-196
1.000	117-114
0.618	117-064
HIGH	116-302
0.618	116-252
0.500	116-236
0.382	116-220
LOW	116-170
0.618	116-088
1.000	116-038
1.618	115-276
2.618	115-144
4.250	114-249

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	116-236	116-300
PP	116-223	116-266
S1	116-210	116-231

Download as Excel Spreadsheet

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

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