ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 117-222 117-142 -0-080 -0.2% 116-125
High 117-225 117-202 -0-023 -0.1% 117-145
Low 117-135 117-120 -0-015 0.0% 116-080
Close 117-157 117-162 0-005 0.0% 117-127
Range 0-090 0-082 -0-008 -8.9% 1-065
ATR 0-149 0-144 -0-005 -3.2% 0-000
Volume 484,542 403,415 -81,127 -16.7% 2,824,435
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-087 118-047 117-207
R3 118-005 117-285 117-185
R2 117-243 117-243 117-177
R1 117-203 117-203 117-170 117-223
PP 117-161 117-161 117-161 117-172
S1 117-121 117-121 117-154 117-141
S2 117-079 117-079 117-147
S3 116-317 117-039 117-139
S4 116-235 116-277 117-117
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-206 120-071 118-019
R3 119-141 119-006 117-233
R2 118-076 118-076 117-198
R1 117-261 117-261 117-162 118-008
PP 117-011 117-011 117-011 117-044
S1 116-196 116-196 117-092 116-264
S2 115-266 115-266 117-056
S3 114-201 115-131 117-021
S4 113-136 114-066 116-235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-255 116-272 0-303 0.8% 0-124 0.3% 69% False False 544,848
10 117-255 116-065 1-190 1.4% 0-135 0.4% 82% False False 532,699
20 117-255 116-047 1-208 1.4% 0-138 0.4% 82% False False 557,795
40 118-250 115-285 2-285 2.5% 0-159 0.4% 56% False False 621,380
60 118-250 115-040 3-210 3.1% 0-145 0.4% 65% False False 433,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 118-230
2.618 118-097
1.618 118-015
1.000 117-284
0.618 117-253
HIGH 117-202
0.618 117-171
0.500 117-161
0.382 117-151
LOW 117-120
0.618 117-069
1.000 117-038
1.618 116-307
2.618 116-225
4.250 116-092
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 117-162 117-188
PP 117-161 117-179
S1 117-161 117-170

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

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