ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 117-227 117-190 -0-037 -0.1% 117-232
High 117-275 117-240 -0-035 -0.1% 118-045
Low 117-150 117-132 -0-018 0.0% 116-287
Close 117-217 117-167 -0-050 -0.1% 117-232
Range 0-125 0-108 -0-017 -13.6% 1-078
ATR 0-161 0-157 -0-004 -2.3% 0-000
Volume 14,592 17,499 2,907 19.9% 466,050
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-184 118-123 117-226
R3 118-076 118-015 117-197
R2 117-288 117-288 117-187
R1 117-227 117-227 117-177 117-204
PP 117-180 117-180 117-180 117-168
S1 117-119 117-119 117-157 117-096
S2 117-072 117-072 117-147
S3 116-284 117-011 117-137
S4 116-176 116-223 117-108
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% 0-174 0.5% 50% False False 31,866
10 118-045 116-287 1-078 1.1% 0-144 0.4% 50% False False 313,471
20 118-045 116-060 1-305 1.7% 0-152 0.4% 68% False False 429,627
40 118-240 116-060 2-180 2.2% 0-154 0.4% 52% False False 488,955
60 118-240 116-060 2-180 2.2% 0-170 0.5% 52% False False 451,119
80 121-010 116-060 4-270 4.1% 0-179 0.5% 28% False False 414,779
100 121-260 116-060 5-200 4.8% 0-157 0.4% 24% False False 332,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-041
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-059
2.618 118-203
1.618 118-095
1.000 118-028
0.618 117-307
HIGH 117-240
0.618 117-199
0.500 117-186
0.382 117-173
LOW 117-132
0.618 117-065
1.000 117-024
1.618 116-277
2.618 116-169
4.250 115-313
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 117-186 117-152
PP 117-180 117-136
S1 117-173 117-121

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

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