ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 116-190 116-260 0-070 0.2% 116-030
High 116-260 116-315 0-055 0.1% 116-280
Low 116-170 116-245 0-075 0.2% 116-000
Close 116-240 116-300 0-060 0.2% 116-240
Range 0-090 0-070 -0-020 -22.2% 0-280
ATR 0-123 0-120 -0-003 -2.8% 0-000
Volume 596,576 488,442 -108,134 -18.1% 1,434,674
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-177 117-148 117-018
R3 117-107 117-078 116-319
R2 117-037 117-037 116-313
R1 117-008 117-008 116-306 117-022
PP 116-287 116-287 116-287 116-294
S1 116-258 116-258 116-294 116-272
S2 116-217 116-217 116-287
S3 116-147 116-188 116-281
S4 116-077 116-118 116-262
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
5 116-315 116-000 0-315 0.8% 0-128 0.3% 95% True False 384,623
10 116-315 115-060 1-255 1.5% 0-129 0.3% 97% True False 215,647
20 117-240 115-040 2-200 2.2% 0-118 0.3% 69% False False 111,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 117-292
2.618 117-178
1.618 117-108
1.000 117-065
0.618 117-038
HIGH 116-315
0.618 116-288
0.500 116-280
0.382 116-272
LOW 116-245
0.618 116-202
1.000 116-175
1.618 116-132
2.618 116-062
4.250 115-268
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 116-293 116-279
PP 116-287 116-258
S1 116-280 116-238

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

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