ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 116-210 116-170 -0-040 -0.1% 115-160
High 116-270 116-280 0-010 0.0% 116-020
Low 116-140 116-160 0-020 0.1% 115-060
Close 116-170 116-220 0-050 0.1% 115-310
Range 0-130 0-120 -0-010 -7.7% 0-280
ATR 0-126 0-126 0-000 -0.4% 0-000
Volume 355,612 419,588 63,976 18.0% 233,361
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-260 117-200 116-286
R3 117-140 117-080 116-253
R2 117-020 117-020 116-242
R1 116-280 116-280 116-231 116-310
PP 116-220 116-220 116-220 116-235
S1 116-160 116-160 116-209 116-190
S2 116-100 116-100 116-198
S3 115-300 116-040 116-187
S4 115-180 115-240 116-154
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
5 116-280 115-180 1-100 1.1% 0-150 0.4% 86% True False 197,909
10 116-280 115-060 1-220 1.4% 0-138 0.4% 89% True False 109,349
20 117-240 115-040 2-200 2.2% 0-118 0.3% 60% False False 56,986
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-150
2.618 117-274
1.618 117-154
1.000 117-080
0.618 117-034
HIGH 116-280
0.618 116-234
0.500 116-220
0.382 116-206
LOW 116-160
0.618 116-086
1.000 116-040
1.618 115-286
2.618 115-166
4.250 114-290
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 116-220 116-193
PP 116-220 116-167
S1 116-220 116-140

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

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