ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 118-207 118-287 0-080 0.2% 118-147
High 118-307 119-055 0-068 0.2% 119-055
Low 118-182 118-175 -0-007 0.0% 118-097
Close 118-280 119-012 0-052 0.1% 119-012
Range 0-125 0-200 0-075 60.0% 0-278
ATR 0-130 0-135 0-005 3.8% 0-000
Volume 746,253 882,369 136,116 18.2% 3,190,232
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 120-254 120-173 119-122
R3 120-054 119-293 119-067
R2 119-174 119-174 119-049
R1 119-093 119-093 119-030 119-134
PP 118-294 118-294 118-294 118-314
S1 118-213 118-213 118-314 118-254
S2 118-094 118-094 118-295
S3 117-214 118-013 118-277
S4 117-014 117-133 118-222
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 121-142 121-035 119-165
R3 120-184 120-077 119-088
R2 119-226 119-226 119-063
R1 119-119 119-119 119-037 119-172
PP 118-268 118-268 118-268 118-295
S1 118-161 118-161 118-307 118-214
S2 117-310 117-310 118-281
S3 117-032 117-203 118-256
S4 116-074 116-245 118-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-055 118-097 0-278 0.7% 0-125 0.3% 85% True False 638,046
10 119-055 117-152 1-223 1.4% 0-122 0.3% 92% True False 579,220
20 119-055 116-065 2-310 2.5% 0-129 0.3% 95% True False 555,960
40 119-055 116-047 3-008 2.5% 0-149 0.4% 96% True False 598,602
60 119-055 115-060 3-315 3.3% 0-150 0.4% 97% True False 529,015
80 119-055 115-040 4-015 3.4% 0-129 0.3% 97% True False 397,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 121-265
2.618 120-259
1.618 120-059
1.000 119-255
0.618 119-179
HIGH 119-055
0.618 118-299
0.500 118-275
0.382 118-251
LOW 118-175
0.618 118-051
1.000 117-295
1.618 117-171
2.618 116-291
4.250 115-285
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 118-313 118-305
PP 118-294 118-278
S1 118-275 118-251

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

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