ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	116-290	116-180	-0-110	-0.3%	116-265
High	117-010	116-225	-0-105	-0.3%	117-010
Low	116-175	116-047	-0-128	-0.3%	116-047
Close	116-252	116-207	-0-045	-0.1%	116-207
Range	0-155	0-178	0-023	14.8%	0-283
ATR	0-160	0-163	0-003	2.0%	0-000
Volume	623,842	809,388	185,546	29.7%	2,951,485

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-054	117-308	116-305
R3	117-196	117-130	116-256
R2	117-018	117-018	116-240
R1	116-272	116-272	116-223	116-305
PP	116-160	116-160	116-160	116-176
S1	116-094	116-094	116-191	116-127
S2	115-302	115-302	116-174
S3	115-124	115-236	116-158
S4	114-266	115-058	116-109

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-084	118-268	117-043
R3	118-121	117-305	116-285
R2	117-158	117-158	116-259
R1	117-022	117-022	116-233	116-268
PP	116-195	116-195	116-195	116-158
S1	116-059	116-059	116-181	115-306
S2	115-232	115-232	116-155
S3	114-269	115-096	116-129
S4	113-306	114-133	116-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-010	116-047	0-283	0.8%	0-140	0.4%	57%	False	True	590,297
10	118-040	116-047	1-313	1.7%	0-145	0.4%	25%	False	True	596,777
20	118-250	116-047	2-203	2.3%	0-173	0.5%	19%	False	True	649,947
40	118-250	115-040	3-210	3.1%	0-161	0.4%	42%	False	False	460,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	119-022
2.618	118-051
1.618	117-193
1.000	117-083
0.618	117-015
HIGH	116-225
0.618	116-157
0.500	116-136
0.382	116-115
LOW	116-047
0.618	115-257
1.000	115-189
1.618	115-079
2.618	114-221
4.250	113-250

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	116-183	116-201
PP	116-160	116-195
S1	116-136	116-188

Download as Excel Spreadsheet

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

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