ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 116-202 116-290 0-088 0.2% 118-027
High 116-295 117-010 0-035 0.1% 118-040
Low 116-165 116-175 0-010 0.0% 116-260
Close 116-267 116-252 -0-015 0.0% 116-282
Range 0-130 0-155 0-025 19.2% 1-100
ATR 0-161 0-160 0-000 -0.2% 0-000
Volume 441,340 623,842 182,502 41.4% 3,016,289
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-077 118-000 117-017
R3 117-242 117-165 116-295
R2 117-087 117-087 116-280
R1 117-010 117-010 116-266 116-291
PP 116-252 116-252 116-252 116-233
S1 116-175 116-175 116-238 116-136
S2 116-097 116-097 116-224
S3 115-262 116-020 116-209
S4 115-107 115-185 116-167
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
5 117-110 116-165 0-265 0.7% 0-138 0.4% 33% False False 556,518
10 118-112 116-165 1-267 1.6% 0-142 0.4% 15% False False 572,397
20 118-250 115-285 2-285 2.5% 0-179 0.5% 31% False False 651,340
40 118-250 115-040 3-210 3.1% 0-160 0.4% 45% False False 440,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-029
2.618 118-096
1.618 117-261
1.000 117-165
0.618 117-106
HIGH 117-010
0.618 116-271
0.500 116-252
0.382 116-234
LOW 116-175
0.618 116-079
1.000 116-020
1.618 115-244
2.618 115-089
4.250 114-156
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 116-252 116-250
PP 116-252 116-249
S1 116-252 116-248

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

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