ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 115-280 116-030 0-070 0.2% 115-160
High 116-010 116-230 0-220 0.6% 116-020
Low 115-220 116-000 0-100 0.3% 115-060
Close 115-310 116-220 0-230 0.6% 115-310
Range 0-110 0-230 0-120 109.1% 0-280
ATR 0-117 0-126 0-009 7.5% 0-000
Volume 80,830 62,898 -17,932 -22.2% 233,361
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-200 118-120 117-026
R3 117-290 117-210 116-283
R2 117-060 117-060 116-262
R1 116-300 116-300 116-241 117-020
PP 116-150 116-150 116-150 116-170
S1 116-070 116-070 116-199 116-110
S2 115-240 115-240 116-178
S3 115-010 115-160 116-157
S4 114-100 114-250 116-094
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-117 118-013 116-144
R3 117-157 117-053 116-067
R2 116-197 116-197 116-041
R1 116-093 116-093 116-016 116-145
PP 115-237 115-237 115-237 115-262
S1 115-133 115-133 115-284 115-185
S2 114-277 114-277 115-259
S3 113-317 114-173 115-233
S4 113-037 113-213 115-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-230 115-060 1-170 1.3% 0-158 0.4% 98% True False 56,223
10 116-230 115-040 1-190 1.4% 0-143 0.4% 98% True False 32,908
20 117-240 115-040 2-200 2.2% 0-115 0.3% 60% False False 18,380
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 0-027
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 119-248
2.618 118-192
1.618 117-282
1.000 117-140
0.618 117-052
HIGH 116-230
0.618 116-142
0.500 116-115
0.382 116-088
LOW 116-000
0.618 115-178
1.000 115-090
1.618 114-268
2.618 114-038
4.250 112-302
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 116-185 116-162
PP 116-150 116-103
S1 116-115 116-045

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

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