ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 118-010 118-077 0-067 0.2% 117-262
High 118-095 118-217 0-122 0.3% 118-217
Low 117-242 117-317 0-075 0.2% 117-210
Close 118-092 118-177 0-085 0.2% 118-177
Range 0-173 0-220 0-047 27.2% 1-007
ATR 0-169 0-173 0-004 2.2% 0-000
Volume 601,245 651,394 50,149 8.3% 2,772,018
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-150 120-064 118-298
R3 119-250 119-164 118-238
R2 119-030 119-030 118-217
R1 118-264 118-264 118-197 118-307
PP 118-130 118-130 118-130 118-152
S1 118-044 118-044 118-157 118-087
S2 117-230 117-230 118-137
S3 117-010 117-144 118-116
S4 116-110 116-244 118-056
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 121-116 120-313 119-037
R3 120-109 119-306 118-267
R2 119-102 119-102 118-237
R1 118-299 118-299 118-207 119-040
PP 118-095 118-095 118-095 118-125
S1 117-292 117-292 118-147 118-034
S2 117-088 117-088 118-117
S3 116-081 116-285 118-087
S4 115-074 115-278 117-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-217 117-210 1-007 0.9% 0-162 0.4% 88% True False 554,403
10 118-217 117-180 1-037 0.9% 0-159 0.4% 89% True False 529,376
20 118-217 116-312 1-225 1.4% 0-165 0.4% 93% True False 487,322
40 119-232 116-200 3-032 2.6% 0-192 0.5% 62% False False 458,498
60 121-260 116-200 5-060 4.4% 0-186 0.5% 37% False False 345,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-192
2.618 120-153
1.618 119-253
1.000 119-117
0.618 119-033
HIGH 118-217
0.618 118-133
0.500 118-107
0.382 118-081
LOW 117-317
0.618 117-181
1.000 117-097
1.618 116-281
2.618 116-061
4.250 115-022
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 118-154 118-141
PP 118-130 118-105
S1 118-107 118-070

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

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