ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 119-080 119-135 0-055 0.1% 118-312
High 119-142 119-210 0-068 0.2% 119-152
Low 119-057 119-087 0-030 0.1% 118-220
Close 119-130 119-165 0-035 0.1% 119-062
Range 0-085 0-123 0-038 44.7% 0-252
ATR 0-133 0-132 -0-001 -0.5% 0-000
Volume 409,954 674,536 264,582 64.5% 3,009,897
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 120-203 120-147 119-233
R3 120-080 120-024 119-199
R2 119-277 119-277 119-188
R1 119-221 119-221 119-176 119-249
PP 119-154 119-154 119-154 119-168
S1 119-098 119-098 119-154 119-126
S2 119-031 119-031 119-142
S3 118-228 118-295 119-131
S4 118-105 118-172 119-097
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
5 119-210 118-220 0-310 0.8% 0-133 0.3% 85% True False 616,098
10 119-210 118-127 1-083 1.1% 0-132 0.3% 89% True False 635,116
20 119-210 117-120 2-090 1.9% 0-119 0.3% 94% True False 563,543
40 119-210 116-047 3-163 2.9% 0-132 0.3% 96% True False 569,296
60 119-210 115-285 3-245 3.2% 0-149 0.4% 96% True False 592,998
80 119-210 115-040 4-170 3.8% 0-138 0.4% 97% True False 448,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-093
2.618 120-212
1.618 120-089
1.000 120-013
0.618 119-286
HIGH 119-210
0.618 119-163
0.500 119-148
0.382 119-134
LOW 119-087
0.618 119-011
1.000 118-284
1.618 118-208
2.618 118-085
4.250 117-204
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 119-160 119-142
PP 119-154 119-119
S1 119-148 119-096

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

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