ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 116-170 116-190 0-020 0.1% 116-030
High 116-280 116-260 -0-020 -0.1% 116-280
Low 116-160 116-170 0-010 0.0% 116-000
Close 116-220 116-240 0-020 0.1% 116-240
Range 0-120 0-090 -0-030 -25.0% 0-280
ATR 0-126 0-123 -0-003 -2.0% 0-000
Volume 419,588 596,576 176,988 42.2% 1,434,674
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-173 117-137 116-290
R3 117-083 117-047 116-265
R2 116-313 116-313 116-256
R1 116-277 116-277 116-248 116-295
PP 116-223 116-223 116-223 116-232
S1 116-187 116-187 116-232 116-205
S2 116-133 116-133 116-224
S3 116-043 116-097 116-215
S4 115-273 116-007 116-190
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-053 118-267 117-074
R3 118-093 117-307 116-317
R2 117-133 117-133 116-291
R1 117-027 117-027 116-266 117-080
PP 116-173 116-173 116-173 116-200
S1 116-067 116-067 116-214 116-120
S2 115-213 115-213 116-189
S3 114-253 115-107 116-163
S4 113-293 114-147 116-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-280 115-220 1-060 1.0% 0-136 0.4% 89% False False 303,100
10 116-280 115-060 1-220 1.4% 0-132 0.4% 93% False False 167,938
20 117-240 115-040 2-200 2.2% 0-117 0.3% 62% False False 86,738
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118-002
2.618 117-176
1.618 117-086
1.000 117-030
0.618 116-316
HIGH 116-260
0.618 116-226
0.500 116-215
0.382 116-204
LOW 116-170
0.618 116-114
1.000 116-080
1.618 116-024
2.618 115-254
4.250 115-108
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 116-232 116-230
PP 116-223 116-220
S1 116-215 116-210

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

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