ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 117-267 117-310 0-043 0.1% 116-237
High 118-232 118-250 0-018 0.0% 117-245
Low 117-255 117-230 -0-025 -0.1% 116-150
Close 117-280 118-135 0-175 0.5% 117-162
Range 0-297 1-020 0-043 14.5% 1-095
ATR 0-163 0-176 0-013 7.8% 0-000
Volume 931,404 1,066,558 135,154 14.5% 3,040,434
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-158 121-007 119-002
R3 120-138 119-307 118-228
R2 119-118 119-118 118-197
R1 118-287 118-287 118-166 119-042
PP 118-098 118-098 118-098 118-136
S1 117-267 117-267 118-104 118-022
S2 117-078 117-078 118-073
S3 116-058 116-247 118-042
S4 115-038 115-227 117-268
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
5 118-250 116-285 1-285 1.6% 0-239 0.6% 81% True False 832,367
10 118-250 115-285 2-285 2.4% 0-213 0.6% 88% True False 753,042
20 118-250 115-110 3-140 2.9% 0-176 0.5% 90% True False 556,160
40 118-250 115-040 3-210 3.1% 0-130 0.3% 90% True False 280,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 123-095
2.618 121-180
1.618 120-160
1.000 119-270
0.618 119-140
HIGH 118-250
0.618 118-120
0.500 118-080
0.382 118-040
LOW 117-230
0.618 117-020
1.000 116-210
1.618 116-000
2.618 114-300
4.250 113-065
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 118-117 118-103
PP 118-098 118-072
S1 118-080 118-040

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

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