ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 117-195 117-172 -0-023 -0.1% 117-187
High 117-217 117-257 0-040 0.1% 118-250
Low 117-110 117-147 0-037 0.1% 117-150
Close 117-172 117-165 -0-007 0.0% 118-017
Range 0-107 0-110 0-003 2.8% 1-100
ATR 0-175 0-170 -0-005 -2.6% 0-000
Volume 565,847 531,647 -34,200 -6.0% 3,990,749
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-200 118-132 117-226
R3 118-090 118-022 117-195
R2 117-300 117-300 117-185
R1 117-232 117-232 117-175 117-211
PP 117-190 117-190 117-190 117-179
S1 117-122 117-122 117-155 117-101
S2 117-080 117-080 117-145
S3 116-290 117-012 117-135
S4 116-180 116-222 117-104
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
5 118-237 117-110 1-127 1.2% 0-163 0.4% 12% False False 595,655
10 118-250 116-285 1-285 1.6% 0-201 0.5% 33% False False 714,011
20 118-250 115-285 2-285 2.5% 0-178 0.5% 56% False False 674,353
40 118-250 115-040 3-210 3.1% 0-146 0.4% 65% False False 355,252
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-084
2.618 118-225
1.618 118-115
1.000 118-047
0.618 118-005
HIGH 117-257
0.618 117-215
0.500 117-202
0.382 117-189
LOW 117-147
0.618 117-079
1.000 117-037
1.618 116-289
2.618 116-179
4.250 116-000
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 117-202 117-235
PP 117-190 117-212
S1 117-177 117-188

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

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