ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 117-215 117-262 0-047 0.1% 118-060
High 117-282 118-005 0-043 0.1% 118-145
Low 117-180 117-210 0-030 0.1% 117-180
Close 117-270 117-277 0-007 0.0% 117-270
Range 0-102 0-115 0-013 12.7% 0-285
ATR 0-175 0-170 -0-004 -2.4% 0-000
Volume 449,971 363,009 -86,962 -19.3% 1,986,600
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-296 118-241 118-020
R3 118-181 118-126 117-309
R2 118-066 118-066 117-298
R1 118-011 118-011 117-288 118-038
PP 117-271 117-271 117-271 117-284
S1 117-216 117-216 117-266 117-244
S2 117-156 117-156 117-256
S3 117-041 117-101 117-245
S4 116-246 116-306 117-214
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-200 120-040 118-107
R3 119-235 119-075 118-028
R2 118-270 118-270 118-002
R1 118-110 118-110 117-296 118-048
PP 117-305 117-305 117-305 117-274
S1 117-145 117-145 117-244 117-082
S2 117-020 117-020 117-218
S3 116-055 116-180 117-192
S4 115-090 115-215 117-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-145 117-180 0-285 0.8% 0-150 0.4% 34% False False 469,921
10 118-160 117-180 0-300 0.8% 0-141 0.4% 32% False False 468,650
20 118-160 116-250 1-230 1.5% 0-174 0.5% 63% False False 414,719
40 120-020 116-200 3-140 2.9% 0-193 0.5% 36% False False 444,300
60 121-260 116-200 5-060 4.4% 0-177 0.5% 24% False False 305,542
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-174
2.618 118-306
1.618 118-191
1.000 118-120
0.618 118-076
HIGH 118-005
0.618 117-281
0.500 117-268
0.382 117-254
LOW 117-210
0.618 117-139
1.000 117-095
1.618 117-024
2.618 116-229
4.250 116-041
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 117-274 117-298
PP 117-271 117-291
S1 117-268 117-284

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

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