ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 118-205 118-147 -0-058 -0.2% 117-262
High 118-240 118-155 -0-085 -0.2% 118-217
Low 118-102 117-305 -0-117 -0.3% 117-210
Close 118-132 118-022 -0-110 -0.3% 118-177
Range 0-138 0-170 0-032 23.2% 1-007
ATR 0-170 0-170 0-000 0.0% 0-000
Volume 546,513 556,195 9,682 1.8% 2,772,018
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-244 119-143 118-116
R3 119-074 118-293 118-069
R2 118-224 118-224 118-053
R1 118-123 118-123 118-038 118-088
PP 118-054 118-054 118-054 118-037
S1 117-273 117-273 118-006 117-238
S2 117-204 117-204 117-311
S3 117-034 117-103 117-295
S4 116-184 116-253 117-248
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
5 118-240 117-242 0-318 0.8% 0-163 0.4% 31% False False 571,922
10 118-240 117-180 1-060 1.0% 0-155 0.4% 43% False False 530,607
20 118-240 116-312 1-248 1.5% 0-165 0.4% 62% False False 520,605
40 119-232 116-200 3-032 2.6% 0-187 0.5% 47% False False 451,583
60 121-210 116-200 5-010 4.3% 0-187 0.5% 29% False False 363,975
80 121-260 116-200 5-060 4.4% 0-150 0.4% 28% False False 273,078
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-238
2.618 119-280
1.618 119-110
1.000 119-005
0.618 118-260
HIGH 118-155
0.618 118-090
0.500 118-070
0.382 118-050
LOW 117-305
0.618 117-200
1.000 117-135
1.618 117-030
2.618 116-180
4.250 115-222
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 118-070 118-112
PP 118-054 118-082
S1 118-038 118-052

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

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