ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 117-262 118-010 0-068 0.2% 116-317
High 118-012 118-045 0-033 0.1% 117-265
Low 117-165 117-215 0-050 0.1% 116-307
Close 117-310 117-242 -0-068 -0.2% 117-215
Range 0-167 0-150 -0-017 -10.2% 0-278
ATR 0-150 0-150 0-000 0.0% 0-000
Volume 131,837 59,019 -72,818 -55.2% 2,636,575
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-084 118-313 118-004
R3 118-254 118-163 117-283
R2 118-104 118-104 117-270
R1 118-013 118-013 117-256 117-304
PP 117-274 117-274 117-274 117-259
S1 117-183 117-183 117-228 117-154
S2 117-124 117-124 117-214
S3 116-294 117-033 117-201
S4 116-144 116-203 117-160
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
5 118-045 117-145 0-220 0.6% 0-120 0.3% 44% True False 407,787
10 118-045 116-117 1-248 1.5% 0-138 0.4% 78% True False 491,047
20 118-080 116-060 2-020 1.8% 0-152 0.4% 76% False False 562,984
40 118-240 116-060 2-180 2.2% 0-159 0.4% 61% False False 541,794
60 119-232 116-060 3-172 3.0% 0-176 0.5% 44% False False 488,716
80 121-210 116-060 5-150 4.6% 0-178 0.5% 29% False False 413,727
100 121-260 116-060 5-200 4.8% 0-150 0.4% 28% False False 331,059
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-042
2.618 119-118
1.618 118-288
1.000 118-195
0.618 118-138
HIGH 118-045
0.618 117-308
0.500 117-290
0.382 117-272
LOW 117-215
0.618 117-122
1.000 117-065
1.618 116-292
2.618 116-142
4.250 115-218
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 117-290 117-265
PP 117-274 117-257
S1 117-258 117-250

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

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