Brakes

I'm having problems with the spring on my shimano ultegra 6600 brakes. The brakes do not return to 'open' after being depressed. I've cleaned and relubed thoroughly the whole thing (although haven't gone so far as to take the whole thing apart). The ultegra brakes have a kind of basic spring tension adjustment by reversing the position of a 'sleeve', but I haven't managed to reverse it yet, and am doubtful it will actually work. When this has happened before I've managed to solve it by cleaning and greasing the spring a bit, but now that doesn't work.

What do people suggest? Is the brake fixable or will I need a replacement? Looks like the latest ultegra still doesn't have any proper spring adjustment so I'm doubtful whether a new version will be any better.

When I had this issue I cured it by lubing the cable. Have you removed the cable from the brake to confirm it is the brake that is at fault?