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The name Tenjou Utena rougly translates into "Heaven above calyx."

The word calyx refers to the whorl of leaves that protect the actual flower.

According to my own interpretation, the calyx protects the flower, and Utena protects Anthy. The heaven in her name must represent the castle that floats upside down above the dueling arena. It is said that the one who is able to revolutionize the world will open up the gates to the castle and be able to enter it, unleashing the revolution and entering "eternity". Utena being the one destined to revolutionize the world, it is only fitting that her name means "Heaven above calyx."

Of course, this is just merely my own (and crappy) interpretation. If you have a different conclusion as to what Tenjou Utena means, then please feel free to drop me a line.