ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 118-050 118-027 -0-023 -0.1% 117-187
High 118-112 118-040 -0-072 -0.2% 118-250
Low 117-285 117-162 -0-123 -0.3% 117-150
Close 118-017 117-210 -0-127 -0.3% 118-017
Range 0-147 0-198 0-051 34.7% 1-100
ATR 0-179 0-180 0-001 0.8% 0-000
Volume 565,593 646,464 80,871 14.3% 3,990,749
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-198 119-082 117-319
R3 119-000 118-204 117-264
R2 118-122 118-122 117-246
R1 118-006 118-006 117-228 117-285
PP 117-244 117-244 117-244 117-224
S1 117-128 117-128 117-192 117-087
S2 117-046 117-046 117-174
S3 116-168 116-250 117-156
S4 115-290 116-052 117-101
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-012 121-115 118-248
R3 120-232 120-015 118-132
R2 119-132 119-132 118-094
R1 118-235 118-235 118-056 119-024
PP 118-032 118-032 118-032 118-087
S1 117-135 117-135 117-298 117-244
S2 116-252 116-252 117-260
S3 115-152 116-035 117-222
S4 114-052 114-255 117-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-250 117-162 1-088 1.1% 0-247 0.7% 12% False True 775,749
10 118-250 116-150 2-100 2.0% 0-207 0.5% 51% False False 713,485
20 118-250 115-285 2-285 2.5% 0-185 0.5% 61% False False 640,404
40 118-250 115-040 3-210 3.1% 0-145 0.4% 69% False False 327,850
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-242
2.618 119-238
1.618 119-040
1.000 118-238
0.618 118-162
HIGH 118-040
0.618 117-284
0.500 117-261
0.382 117-238
LOW 117-162
0.618 117-040
1.000 116-284
1.618 116-162
2.618 115-284
4.250 114-280
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 117-261 118-040
PP 117-244 117-310
S1 117-227 117-260

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

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