ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 116-120 115-270 -0-170 -0.5% 117-240
High 116-120 115-270 -0-170 -0.5% 117-240
Low 115-240 115-180 -0-060 -0.2% 115-240
Close 115-270 115-280 0-010 0.0% 115-270
Range 0-200 0-090 -0-110 -55.0% 2-000
ATR 0-093 0-093 0-000 -0.2% 0-000
Volume 7,740 12,812 5,072 65.5% 20,667
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-193 116-167 116-010
R3 116-103 116-077 115-305
R2 116-013 116-013 115-296
R1 115-307 115-307 115-288 116-000
PP 115-243 115-243 115-243 115-250
S1 115-217 115-217 115-272 115-230
S2 115-153 115-153 115-264
S3 115-063 115-127 115-255
S4 114-293 115-037 115-230
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-143 121-047 116-302
R3 120-143 119-047 116-126
R2 118-143 118-143 116-067
R1 117-047 117-047 116-009 116-255
PP 116-143 116-143 116-143 116-088
S1 115-047 115-047 115-211 114-255
S2 114-143 114-143 115-153
S3 112-143 113-047 115-094
S4 110-143 111-047 114-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-080 115-180 1-220 1.5% 0-090 0.2% 19% False True 6,039
10 117-240 115-180 2-060 1.9% 0-087 0.2% 14% False True 3,853
20 117-240 115-180 2-060 1.9% 0-056 0.2% 14% False True 2,112
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-012
2.618 116-186
1.618 116-096
1.000 116-040
0.618 116-006
HIGH 115-270
0.618 115-236
0.500 115-225
0.382 115-214
LOW 115-180
0.618 115-124
1.000 115-090
1.618 115-034
2.618 114-264
4.250 114-118
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 115-262 116-050
PP 115-243 116-020
S1 115-225 115-310

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

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