ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 117-205 117-047 -0-158 -0.4% 117-232
High 117-237 117-242 0-005 0.0% 118-045
Low 117-027 116-287 -0-060 -0.2% 116-287
Close 117-035 117-232 0-197 0.5% 117-232
Range 0-210 0-275 0-065 31.0% 1-078
ATR 0-155 0-164 0-009 5.5% 0-000
Volume 38,334 29,888 -8,446 -22.0% 466,050
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-012 119-237 118-063
R3 119-057 118-282 117-308
R2 118-102 118-102 117-282
R1 118-007 118-007 117-257 118-054
PP 117-147 117-147 117-147 117-171
S1 117-052 117-052 117-207 117-100
S2 116-192 116-192 117-182
S3 115-237 116-097 117-156
S4 114-282 115-142 117-081
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-102 120-245 118-131
R3 120-024 119-167 118-021
R2 118-266 118-266 117-305
R1 118-089 118-089 117-268 118-111
PP 117-188 117-188 117-188 117-199
S1 117-011 117-011 117-196 117-033
S2 116-110 116-110 117-159
S3 115-032 115-253 117-123
S4 113-274 114-175 117-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-045 116-287 1-078 1.1% 0-175 0.5% 67% False True 93,210
10 118-045 116-220 1-145 1.2% 0-156 0.4% 71% False False 359,675
20 118-045 116-060 1-305 1.7% 0-158 0.4% 79% False False 496,268
40 118-240 116-060 2-180 2.2% 0-160 0.4% 60% False False 518,124
60 118-247 116-060 2-187 2.2% 0-175 0.5% 59% False False 472,648
80 121-130 116-060 5-070 4.4% 0-182 0.5% 29% False False 414,431
100 121-260 116-060 5-200 4.8% 0-155 0.4% 27% False False 331,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 121-131
2.618 120-002
1.618 119-047
1.000 118-197
0.618 118-092
HIGH 117-242
0.618 117-137
0.500 117-104
0.382 117-072
LOW 116-287
0.618 116-117
1.000 116-012
1.618 115-162
2.618 114-207
4.250 113-078
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 117-190 117-210
PP 117-147 117-188
S1 117-104 117-166

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

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