ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 117-310 118-200 0-210 0.6% 116-237
High 118-250 118-237 -0-013 0.0% 117-245
Low 117-230 117-305 0-075 0.2% 116-150
Close 118-135 118-067 -0-068 -0.2% 117-162
Range 1-020 0-252 -0-088 -25.9% 1-095
ATR 0-176 0-181 0-005 3.1% 0-000
Volume 1,066,558 668,728 -397,830 -37.3% 3,040,434
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-212 120-072 118-206
R3 119-280 119-140 118-136
R2 119-028 119-028 118-113
R1 118-208 118-208 118-090 118-152
PP 118-096 118-096 118-096 118-068
S1 117-276 117-276 118-044 117-220
S2 117-164 117-164 118-021
S3 116-232 117-024 117-318
S4 115-300 116-092 117-248
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
5 118-250 117-112 1-138 1.2% 0-246 0.7% 60% False False 810,917
10 118-250 115-285 2-285 2.4% 0-216 0.6% 80% False False 730,282
20 118-250 115-180 3-070 2.7% 0-181 0.5% 82% False False 587,373
40 118-250 115-040 3-210 3.1% 0-136 0.4% 84% False False 297,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-028
2.618 120-257
1.618 120-005
1.000 119-169
0.618 119-073
HIGH 118-237
0.618 118-141
0.500 118-111
0.382 118-081
LOW 117-305
0.618 117-149
1.000 117-053
1.618 116-217
2.618 115-285
4.250 114-194
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 118-111 118-080
PP 118-096 118-076
S1 118-082 118-071

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

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