ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 117-187 117-267 0-080 0.2% 116-237
High 118-040 118-232 0-192 0.5% 117-245
Low 117-150 117-255 0-105 0.3% 116-150
Close 117-285 117-280 -0-005 0.0% 117-162
Range 0-210 0-297 0-087 41.4% 1-095
ATR 0-153 0-163 0-010 6.8% 0-000
Volume 758,466 931,404 172,938 22.8% 3,040,434
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-293 120-104 118-123
R3 119-316 119-127 118-042
R2 119-019 119-019 118-014
R1 118-150 118-150 117-307 118-244
PP 118-042 118-042 118-042 118-090
S1 117-173 117-173 117-253 117-268
S2 117-065 117-065 117-226
S3 116-088 116-196 117-198
S4 115-111 115-219 117-117
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
5 118-232 116-177 2-055 1.8% 0-205 0.5% 61% True False 729,501
10 118-232 115-285 2-267 2.4% 0-194 0.5% 70% True False 719,073
20 118-232 115-060 3-172 3.0% 0-166 0.4% 76% True False 503,947
40 118-232 115-040 3-192 3.1% 0-124 0.3% 76% True False 254,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-214
2.618 121-050
1.618 120-073
1.000 119-209
0.618 119-096
HIGH 118-232
0.618 118-119
0.500 118-084
0.382 118-048
LOW 117-255
0.618 117-071
1.000 116-278
1.618 116-094
2.618 115-117
4.250 113-273
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 118-084 118-012
PP 118-042 117-315
S1 118-001 117-297

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

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