ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 117-050 117-240 0-190 0.5% 116-260
High 117-100 117-240 0-140 0.4% 117-130
Low 117-050 117-170 0-120 0.3% 116-260
Close 117-220 117-180 -0-040 -0.1% 117-220
Range 0-050 0-070 0-020 40.0% 0-190
ATR 0-070 0-070 0-000 0.0% 0-000
Volume 429 3,283 2,854 665.3% 6,274
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 118-087 118-043 117-218
R3 118-017 117-293 117-199
R2 117-267 117-267 117-193
R1 117-223 117-223 117-186 117-210
PP 117-197 117-197 117-197 117-190
S1 117-153 117-153 117-174 117-140
S2 117-127 117-127 117-167
S3 117-057 117-083 117-161
S4 116-307 117-013 117-142
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-027 118-313 118-004
R3 118-157 118-123 117-272
R2 117-287 117-287 117-255
R1 117-253 117-253 117-237 117-270
PP 117-097 117-097 117-097 117-105
S1 117-063 117-063 117-203 117-080
S2 116-227 116-227 117-185
S3 116-037 116-193 117-168
S4 115-167 116-003 117-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-240 116-290 0-270 0.7% 0-084 0.2% 78% True False 1,668
10 117-240 116-260 0-300 0.8% 0-056 0.1% 80% True False 1,193
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 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-218
2.618 118-103
1.618 118-033
1.000 117-310
0.618 117-283
HIGH 117-240
0.618 117-213
0.500 117-205
0.382 117-197
LOW 117-170
0.618 117-127
1.000 117-100
1.618 117-057
2.618 116-307
4.250 116-192
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 117-205 117-163
PP 117-197 117-147
S1 117-188 117-130

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

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