ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 116-030 116-210 0-180 0.5% 115-160
High 116-230 116-270 0-040 0.1% 116-020
Low 116-000 116-140 0-140 0.4% 115-060
Close 116-220 116-170 -0-050 -0.1% 115-310
Range 0-230 0-130 -0-100 -43.5% 0-280
ATR 0-126 0-126 0-000 0.2% 0-000
Volume 62,898 355,612 292,714 465.4% 233,361
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-263 117-187 116-242
R3 117-133 117-057 116-206
R2 117-003 117-003 116-194
R1 116-247 116-247 116-182 116-220
PP 116-193 116-193 116-193 116-180
S1 116-117 116-117 116-158 116-090
S2 116-063 116-063 116-146
S3 115-253 115-307 116-134
S4 115-123 115-177 116-098
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
5 116-270 115-110 1-160 1.3% 0-154 0.4% 79% True False 122,885
10 116-270 115-040 1-230 1.5% 0-141 0.4% 82% True False 67,959
20 117-240 115-040 2-200 2.3% 0-114 0.3% 54% False False 36,152
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-182
2.618 117-290
1.618 117-160
1.000 117-080
0.618 117-030
HIGH 116-270
0.618 116-220
0.500 116-205
0.382 116-190
LOW 116-140
0.618 116-060
1.000 116-010
1.618 115-250
2.618 115-120
4.250 114-228
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 116-205 116-142
PP 116-193 116-113
S1 116-182 116-085

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

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