ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 119-015 119-080 0-065 0.2% 118-312
High 119-152 119-142 -0-010 0.0% 119-152
Low 118-302 119-057 0-075 0.2% 118-220
Close 119-062 119-130 0-068 0.2% 119-062
Range 0-170 0-085 -0-085 -50.0% 0-252
ATR 0-136 0-133 -0-004 -2.7% 0-000
Volume 709,504 409,954 -299,550 -42.2% 3,009,897
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 120-045 120-012 119-177
R3 119-280 119-247 119-153
R2 119-195 119-195 119-146
R1 119-162 119-162 119-138 119-178
PP 119-110 119-110 119-110 119-118
S1 119-077 119-077 119-122 119-094
S2 119-025 119-025 119-114
S3 118-260 118-312 119-107
S4 118-175 118-227 119-083
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 121-154 121-040 119-201
R3 120-222 120-108 119-131
R2 119-290 119-290 119-108
R1 119-176 119-176 119-085 119-233
PP 119-038 119-038 119-038 119-066
S1 118-244 118-244 119-039 118-301
S2 118-106 118-106 119-016
S3 117-174 117-312 118-313
S4 116-242 117-060 118-243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-152 118-220 0-252 0.7% 0-130 0.3% 91% False False 583,703
10 119-152 118-127 1-025 0.9% 0-127 0.3% 94% False False 615,670
20 119-152 117-100 2-052 1.8% 0-121 0.3% 97% False False 567,231
40 119-152 116-047 3-105 2.8% 0-133 0.3% 98% False False 568,594
60 119-152 115-220 3-252 3.2% 0-149 0.4% 98% False False 583,103
80 119-152 115-040 4-112 3.6% 0-137 0.4% 98% False False 440,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-183
2.618 120-045
1.618 119-280
1.000 119-227
0.618 119-195
HIGH 119-142
0.618 119-110
0.500 119-100
0.382 119-089
LOW 119-057
0.618 119-004
1.000 118-292
1.618 118-239
2.618 118-154
4.250 118-016
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 119-120 119-106
PP 119-110 119-083
S1 119-100 119-060

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

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