ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 116-237 116-212 -0-025 -0.1% 116-260
High 116-297 116-260 -0-037 -0.1% 117-067
Low 116-165 116-150 -0-015 0.0% 115-285
Close 116-237 116-190 -0-047 -0.1% 116-255
Range 0-132 0-110 -0-022 -16.7% 1-102
ATR 0-145 0-142 -0-002 -1.7% 0-000
Volume 542,796 540,002 -2,794 -0.5% 3,695,760
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-210 117-150 116-250
R3 117-100 117-040 116-220
R2 116-310 116-310 116-210
R1 116-250 116-250 116-200 116-225
PP 116-200 116-200 116-200 116-188
S1 116-140 116-140 116-180 116-115
S2 116-090 116-090 116-170
S3 115-300 116-030 116-160
S4 115-190 115-240 116-130
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-188 120-004 117-167
R3 119-086 118-222 117-051
R2 117-304 117-304 117-012
R1 117-120 117-120 116-294 117-001
PP 116-202 116-202 116-202 116-143
S1 116-018 116-018 116-216 115-219
S2 115-100 115-100 116-178
S3 113-318 114-236 116-139
S4 112-216 113-134 116-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-067 115-285 1-102 1.1% 0-184 0.5% 53% False False 708,645
10 117-067 115-285 1-102 1.1% 0-151 0.4% 53% False False 615,033
20 117-067 115-040 2-027 1.8% 0-147 0.4% 70% False False 323,970
40 117-240 115-040 2-200 2.3% 0-101 0.3% 56% False False 163,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-042
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-088
2.618 117-228
1.618 117-118
1.000 117-050
0.618 117-008
HIGH 116-260
0.618 116-218
0.500 116-205
0.382 116-192
LOW 116-150
0.618 116-082
1.000 116-040
1.618 115-292
2.618 115-182
4.250 115-002
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 116-205 116-170
PP 116-200 116-151
S1 116-195 116-131

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

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