ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 116-260 116-290 0-030 0.1% 117-120
High 116-290 117-130 0-160 0.4% 117-120
Low 116-260 116-290 0-030 0.1% 116-260
Close 117-000 117-120 0-120 0.3% 117-000
Range 0-030 0-160 0-130 433.3% 0-180
ATR
Volume 1,215 190 -1,025 -84.4% 2,375
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-233 118-177 117-208
R3 118-073 118-017 117-164
R2 117-233 117-233 117-149
R1 117-177 117-177 117-135 117-205
PP 117-073 117-073 117-073 117-088
S1 117-017 117-017 117-105 117-045
S2 116-233 116-233 117-091
S3 116-073 116-177 117-076
S4 115-233 116-017 117-032
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-240 118-140 117-099
R3 118-060 117-280 117-050
R2 117-200 117-200 117-033
R1 117-100 117-100 117-016 117-060
PP 117-020 117-020 117-020 117-000
S1 116-240 116-240 116-304 116-200
S2 116-160 116-160 116-287
S3 115-300 116-060 116-270
S4 115-120 115-200 116-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-130 116-260 0-190 0.5% 0-038 0.1% 95% True False 754
10 117-190 116-260 0-250 0.7% 0-041 0.1% 72% False False 389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 119-170
2.618 118-229
1.618 118-069
1.000 117-290
0.618 117-229
HIGH 117-130
0.618 117-069
0.500 117-050
0.382 117-031
LOW 116-290
0.618 116-191
1.000 116-130
1.618 116-031
2.618 115-191
4.250 114-250
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 117-097 117-092
PP 117-073 117-063
S1 117-050 117-035

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

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