ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 116-290 117-100 0-130 0.3% 117-120
High 117-130 117-100 -0-030 -0.1% 117-120
Low 116-290 117-060 0-090 0.2% 116-260
Close 117-120 117-030 -0-090 -0.2% 117-000
Range 0-160 0-040 -0-120 -75.0% 0-180
ATR
Volume 190 2,905 2,715 1,428.9% 2,375
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 117-183 117-147 117-052
R3 117-143 117-107 117-041
R2 117-103 117-103 117-037
R1 117-067 117-067 117-034 117-065
PP 117-063 117-063 117-063 117-062
S1 117-027 117-027 117-026 117-025
S2 117-023 117-023 117-023
S3 116-303 116-307 117-019
S4 116-263 116-267 117-008
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% 0-046 0.1% 47% False False 1,327
10 117-150 116-260 0-210 0.6% 0-034 0.1% 43% False False 679
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-270
2.618 117-205
1.618 117-165
1.000 117-140
0.618 117-125
HIGH 117-100
0.618 117-085
0.500 117-080
0.382 117-075
LOW 117-060
0.618 117-035
1.000 117-020
1.618 116-315
2.618 116-275
4.250 116-210
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 117-080 117-035
PP 117-063 117-033
S1 117-047 117-032

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

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