ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 116-290 116-180 -0-110 -0.3% 116-265
High 117-010 116-225 -0-105 -0.3% 117-010
Low 116-175 116-047 -0-128 -0.3% 116-047
Close 116-252 116-207 -0-045 -0.1% 116-207
Range 0-155 0-178 0-023 14.8% 0-283
ATR 0-160 0-163 0-003 2.0% 0-000
Volume 623,842 809,388 185,546 29.7% 2,951,485
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-054 117-308 116-305
R3 117-196 117-130 116-256
R2 117-018 117-018 116-240
R1 116-272 116-272 116-223 116-305
PP 116-160 116-160 116-160 116-176
S1 116-094 116-094 116-191 116-127
S2 115-302 115-302 116-174
S3 115-124 115-236 116-158
S4 114-266 115-058 116-109
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-084 118-268 117-043
R3 118-121 117-305 116-285
R2 117-158 117-158 116-259
R1 117-022 117-022 116-233 116-268
PP 116-195 116-195 116-195 116-158
S1 116-059 116-059 116-181 115-306
S2 115-232 115-232 116-155
S3 114-269 115-096 116-129
S4 113-306 114-133 116-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-010 116-047 0-283 0.8% 0-140 0.4% 57% False True 590,297
10 118-040 116-047 1-313 1.7% 0-145 0.4% 25% False True 596,777
20 118-250 116-047 2-203 2.3% 0-173 0.5% 19% False True 649,947
40 118-250 115-040 3-210 3.1% 0-161 0.4% 42% False False 460,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-022
2.618 118-051
1.618 117-193
1.000 117-083
0.618 117-015
HIGH 116-225
0.618 116-157
0.500 116-136
0.382 116-115
LOW 116-047
0.618 115-257
1.000 115-189
1.618 115-079
2.618 114-221
4.250 113-250
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 116-183 116-201
PP 116-160 116-195
S1 116-136 116-188

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

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