ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 117-150 117-172 0-022 0.1% 116-317
High 117-265 117-232 -0-033 -0.1% 117-265
Low 117-145 117-145 0-000 0.0% 116-307
Close 117-192 117-215 0-023 0.1% 117-215
Range 0-120 0-087 -0-033 -27.5% 0-278
ATR 0-160 0-155 -0-005 -3.3% 0-000
Volume 989,411 651,700 -337,711 -34.1% 2,636,575
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-138 118-104 117-263
R3 118-051 118-017 117-239
R2 117-284 117-284 117-231
R1 117-250 117-250 117-223 117-267
PP 117-197 117-197 117-197 117-206
S1 117-163 117-163 117-207 117-180
S2 117-110 117-110 117-199
S3 117-023 117-076 117-191
S4 116-256 116-309 117-167
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-030 119-240 118-048
R3 119-072 118-282 117-291
R2 118-114 118-114 117-266
R1 118-004 118-004 117-240 118-059
PP 117-156 117-156 117-156 117-183
S1 117-046 117-046 117-190 117-101
S2 116-198 116-198 117-164
S3 115-240 116-088 117-139
S4 114-282 115-130 117-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-265 116-220 1-045 1.0% 0-136 0.4% 86% False False 626,141
10 117-265 116-067 1-198 1.4% 0-136 0.4% 90% False False 605,682
20 118-240 116-060 2-180 2.2% 0-159 0.4% 58% False False 630,797
40 118-240 116-060 2-180 2.2% 0-161 0.4% 58% False False 549,341
60 119-270 116-060 3-210 3.1% 0-182 0.5% 41% False False 515,223
80 121-260 116-060 5-200 4.8% 0-177 0.5% 26% False False 408,807
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118-282
2.618 118-140
1.618 118-053
1.000 117-319
0.618 117-286
HIGH 117-232
0.618 117-199
0.500 117-188
0.382 117-178
LOW 117-145
0.618 117-091
1.000 117-058
1.618 117-004
2.618 116-237
4.250 116-095
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 117-206 117-209
PP 117-197 117-203
S1 117-188 117-198

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

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