ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 117-262 117-282 0-020 0.1% 118-060
High 118-005 118-117 0-112 0.3% 118-145
Low 117-210 117-252 0-042 0.1% 117-180
Close 117-277 118-077 0-120 0.3% 117-270
Range 0-115 0-185 0-070 60.9% 0-285
ATR 0-170 0-171 0-001 0.6% 0-000
Volume 363,009 652,107 289,098 79.6% 1,986,600
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-277 119-202 118-179
R3 119-092 119-017 118-128
R2 118-227 118-227 118-111
R1 118-152 118-152 118-094 118-190
PP 118-042 118-042 118-042 118-061
S1 117-287 117-287 118-060 118-004
S2 117-177 117-177 118-043
S3 116-312 117-102 118-026
S4 116-127 116-237 117-295
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
5 118-117 117-180 0-257 0.7% 0-147 0.4% 84% True False 489,292
10 118-160 117-180 0-300 0.8% 0-152 0.4% 72% False False 499,403
20 118-160 116-250 1-230 1.5% 0-173 0.5% 85% False False 439,541
40 120-020 116-200 3-140 2.9% 0-194 0.5% 47% False False 449,362
60 121-260 116-200 5-060 4.4% 0-180 0.5% 31% False False 316,408
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 3 trading days
Fibonacci Retracements and Extensions
4.250 120-263
2.618 119-281
1.618 119-096
1.000 118-302
0.618 118-231
HIGH 118-117
0.618 118-046
0.500 118-024
0.382 118-003
LOW 117-252
0.618 117-138
1.000 117-067
1.618 116-273
2.618 116-088
4.250 115-106
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 118-060 118-048
PP 118-042 118-018
S1 118-024 117-308

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

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