ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 117-175 117-187 0-012 0.0% 116-237
High 117-245 118-040 0-115 0.3% 117-245
Low 117-112 117-150 0-038 0.1% 116-150
Close 117-162 117-285 0-123 0.3% 117-162
Range 0-133 0-210 0-077 57.9% 1-095
ATR 0-148 0-153 0-004 3.0% 0-000
Volume 629,429 758,466 129,037 20.5% 3,040,434
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-255 119-160 118-080
R3 119-045 118-270 118-023
R2 118-155 118-155 118-004
R1 118-060 118-060 117-304 118-108
PP 117-265 117-265 117-265 117-289
S1 117-170 117-170 117-266 117-218
S2 117-055 117-055 117-246
S3 116-165 116-280 117-227
S4 115-275 116-070 117-170
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-044 120-198 118-070
R3 119-269 119-103 117-276
R2 118-174 118-174 117-238
R1 118-008 118-008 117-200 118-091
PP 117-079 117-079 117-079 117-120
S1 116-233 116-233 117-124 116-316
S2 115-304 115-304 117-086
S3 114-209 115-138 117-048
S4 113-114 114-043 116-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-040 116-150 1-210 1.4% 0-167 0.4% 86% True False 651,220
10 118-040 115-285 2-075 1.9% 0-182 0.5% 90% True False 700,621
20 118-040 115-060 2-300 2.5% 0-156 0.4% 92% True False 458,134
40 118-040 115-040 3-000 2.5% 0-117 0.3% 92% True False 230,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-292
2.618 119-270
1.618 119-060
1.000 118-250
0.618 118-170
HIGH 118-040
0.618 117-280
0.500 117-255
0.382 117-230
LOW 117-150
0.618 117-020
1.000 116-260
1.618 116-130
2.618 115-240
4.250 114-218
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 117-275 117-244
PP 117-265 117-203
S1 117-255 117-162

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

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