ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 117-190 117-155 -0-035 -0.1% 117-232
High 117-240 117-305 0-065 0.2% 118-045
Low 117-132 117-155 0-023 0.1% 116-287
Close 117-167 117-267 0-100 0.3% 117-232
Range 0-108 0-150 0-042 38.9% 1-078
ATR 0-157 0-157 -0-001 -0.3% 0-000
Volume 17,499 10,961 -6,538 -37.4% 466,050
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-052 118-310 118-030
R3 118-222 118-160 117-308
R2 118-072 118-072 117-294
R1 118-010 118-010 117-281 118-041
PP 117-242 117-242 117-242 117-258
S1 117-180 117-180 117-253 117-211
S2 117-092 117-092 117-240
S3 116-262 117-030 117-226
S4 116-112 116-200 117-184
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
5 117-305 116-287 1-018 0.9% 0-174 0.5% 89% True False 22,254
10 118-045 116-287 1-078 1.1% 0-147 0.4% 75% False False 215,021
20 118-045 116-060 1-305 1.7% 0-148 0.4% 84% False False 398,816
40 118-240 116-060 2-180 2.2% 0-156 0.4% 64% False False 480,614
60 118-240 116-060 2-180 2.2% 0-169 0.4% 64% False False 445,020
80 120-260 116-060 4-200 3.9% 0-179 0.5% 36% False False 414,781
100 121-260 116-060 5-200 4.8% 0-159 0.4% 29% False False 332,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-302
2.618 119-058
1.618 118-228
1.000 118-135
0.618 118-078
HIGH 117-305
0.618 117-248
0.500 117-230
0.382 117-212
LOW 117-155
0.618 117-062
1.000 117-005
1.618 116-232
2.618 116-082
4.250 115-158
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 117-255 117-251
PP 117-242 117-235
S1 117-230 117-218

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

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