ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 116-275 116-202 -0-073 -0.2% 118-027
High 116-302 116-295 -0-007 0.0% 118-040
Low 116-170 116-165 -0-005 0.0% 116-260
Close 116-197 116-267 0-070 0.2% 116-282
Range 0-132 0-130 -0-002 -1.5% 1-100
ATR 0-163 0-161 -0-002 -1.4% 0-000
Volume 536,676 441,340 -95,336 -17.8% 3,016,289
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-312 117-260 117-018
R3 117-182 117-130 116-303
R2 117-052 117-052 116-291
R1 117-000 117-000 116-279 117-026
PP 116-242 116-242 116-242 116-256
S1 116-190 116-190 116-255 116-216
S2 116-112 116-112 116-243
S3 115-302 116-060 116-231
S4 115-172 115-250 116-196
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-067 120-115 117-193
R3 119-287 119-015 117-078
R2 118-187 118-187 117-039
R1 117-235 117-235 117-000 117-161
PP 117-087 117-087 117-087 117-050
S1 116-135 116-135 116-244 116-061
S2 115-307 115-307 116-205
S3 114-207 115-035 116-166
S4 113-107 113-255 116-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-212 116-165 1-047 1.0% 0-141 0.4% 28% False True 558,117
10 118-237 116-165 2-072 1.9% 0-152 0.4% 14% False True 576,886
20 118-250 115-285 2-285 2.5% 0-183 0.5% 33% False False 664,964
40 118-250 115-040 3-210 3.1% 0-156 0.4% 47% False False 424,696
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-208
2.618 117-315
1.618 117-185
1.000 117-105
0.618 117-055
HIGH 116-295
0.618 116-245
0.500 116-230
0.382 116-215
LOW 116-165
0.618 116-085
1.000 116-035
1.618 115-275
2.618 115-145
4.250 114-252
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 116-255 116-256
PP 116-242 116-246
S1 116-230 116-235

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

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