ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 116-065 116-237 0-172 0.5% 116-260
High 116-270 116-297 0-027 0.1% 117-067
Low 115-285 116-165 0-200 0.5% 115-285
Close 116-255 116-237 -0-018 0.0% 116-255
Range 0-305 0-132 -0-173 -56.7% 1-102
ATR 0-146 0-145 -0-001 -0.7% 0-000
Volume 837,235 542,796 -294,439 -35.2% 3,695,760
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-309 117-245 116-310
R3 117-177 117-113 116-273
R2 117-045 117-045 116-261
R1 116-301 116-301 116-249 116-303
PP 116-233 116-233 116-233 116-234
S1 116-169 116-169 116-225 116-171
S2 116-101 116-101 116-213
S3 115-289 116-037 116-201
S4 115-157 115-225 116-164
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-188 120-004 117-167
R3 119-086 118-222 117-051
R2 117-304 117-304 117-012
R1 117-120 117-120 116-294 117-001
PP 116-202 116-202 116-202 116-143
S1 116-018 116-018 116-216 115-219
S2 115-100 115-100 116-178
S3 113-318 114-236 116-139
S4 112-216 113-134 116-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-067 115-285 1-102 1.1% 0-197 0.5% 64% False False 750,022
10 117-067 115-285 1-102 1.1% 0-163 0.4% 64% False False 567,323
20 117-067 115-040 2-027 1.8% 0-146 0.4% 78% False False 297,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-218
2.618 118-003
1.618 117-191
1.000 117-109
0.618 117-059
HIGH 116-297
0.618 116-247
0.500 116-231
0.382 116-215
LOW 116-165
0.618 116-083
1.000 116-033
1.618 115-271
2.618 115-139
4.250 114-244
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 116-235 116-202
PP 116-233 116-166
S1 116-231 116-131

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

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