ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 119-135 119-162 0-027 0.1% 118-312
High 119-210 119-192 -0-018 0.0% 119-152
Low 119-087 119-052 -0-035 -0.1% 118-220
Close 119-165 119-080 -0-085 -0.2% 119-062
Range 0-123 0-140 0-017 13.8% 0-252
ATR 0-132 0-132 0-001 0.4% 0-000
Volume 674,536 671,965 -2,571 -0.4% 3,009,897
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 120-208 120-124 119-157
R3 120-068 119-304 119-118
R2 119-248 119-248 119-106
R1 119-164 119-164 119-093 119-136
PP 119-108 119-108 119-108 119-094
S1 119-024 119-024 119-067 118-316
S2 118-288 118-288 119-054
S3 118-148 118-204 119-042
S4 118-008 118-064 119-003
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
5 119-210 118-287 0-243 0.6% 0-128 0.3% 47% False False 617,967
10 119-210 118-175 1-035 0.9% 0-135 0.4% 63% False False 639,497
20 119-210 117-120 2-090 1.9% 0-121 0.3% 82% False False 572,325
40 119-210 116-047 3-163 2.9% 0-132 0.3% 88% False False 571,948
60 119-210 115-285 3-245 3.2% 0-148 0.4% 89% False False 603,149
80 119-210 115-040 4-170 3.8% 0-140 0.4% 91% False False 456,957
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 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-147
2.618 120-239
1.618 120-099
1.000 120-012
0.618 119-279
HIGH 119-192
0.618 119-139
0.500 119-122
0.382 119-105
LOW 119-052
0.618 118-285
1.000 118-232
1.618 118-145
2.618 118-005
4.250 117-097
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 119-122 119-131
PP 119-108 119-114
S1 119-094 119-097

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

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