ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 117-200 117-150 -0-050 -0.1% 116-145
High 117-252 117-265 0-013 0.0% 117-015
Low 117-130 117-145 0-015 0.0% 116-067
Close 117-155 117-192 0-037 0.1% 116-307
Range 0-122 0-120 -0-002 -1.6% 0-268
ATR 0-163 0-160 -0-003 -1.9% 0-000
Volume 995,464 989,411 -6,053 -0.6% 2,839,561
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-241 118-176 117-258
R3 118-121 118-056 117-225
R2 118-001 118-001 117-214
R1 117-256 117-256 117-203 117-288
PP 117-201 117-201 117-201 117-217
S1 117-136 117-136 117-181 117-168
S2 117-081 117-081 117-170
S3 116-281 117-016 117-159
S4 116-161 116-216 117-126
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-080 118-302 117-134
R3 118-132 118-034 117-061
R2 117-184 117-184 117-036
R1 117-086 117-086 117-012 117-135
PP 116-236 116-236 116-236 116-261
S1 116-138 116-138 116-282 116-187
S2 115-288 115-288 116-258
S3 115-020 115-190 116-233
S4 114-072 114-242 116-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-265 116-160 1-105 1.1% 0-153 0.4% 83% True False 643,599
10 117-265 116-067 1-198 1.4% 0-143 0.4% 86% True False 610,702
20 118-240 116-060 2-180 2.2% 0-163 0.4% 55% False False 628,274
40 118-240 116-060 2-180 2.2% 0-166 0.4% 55% False False 539,352
60 120-020 116-060 3-280 3.3% 0-183 0.5% 36% False False 513,027
80 121-260 116-060 5-200 4.8% 0-177 0.5% 25% False False 400,672
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-135
2.618 118-259
1.618 118-139
1.000 118-065
0.618 118-019
HIGH 117-265
0.618 117-219
0.500 117-205
0.382 117-191
LOW 117-145
0.618 117-071
1.000 117-025
1.618 116-271
2.618 116-151
4.250 115-275
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 117-205 117-170
PP 117-201 117-148
S1 117-196 117-126

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

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