ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 119-062 119-105 0-043 0.1% 119-080
High 119-120 119-172 0-052 0.1% 119-210
Low 118-275 119-100 0-145 0.4% 118-275
Close 119-117 119-155 0-038 0.1% 119-155
Range 0-165 0-072 -0-093 -56.4% 0-255
ATR 0-135 0-130 -0-004 -3.3% 0-000
Volume 815,417 589,315 -226,102 -27.7% 3,161,187
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 120-038 120-009 119-195
R3 119-286 119-257 119-175
R2 119-214 119-214 119-168
R1 119-185 119-185 119-162 119-200
PP 119-142 119-142 119-142 119-150
S1 119-113 119-113 119-148 119-128
S2 119-070 119-070 119-142
S3 118-318 119-041 119-135
S4 118-246 118-289 119-115
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 121-232 121-128 119-295
R3 120-297 120-193 119-225
R2 120-042 120-042 119-202
R1 119-258 119-258 119-178 119-310
PP 119-107 119-107 119-107 119-132
S1 119-003 119-003 119-132 119-055
S2 118-172 118-172 119-108
S3 117-237 118-068 119-085
S4 116-302 117-133 119-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-210 118-275 0-255 0.7% 0-117 0.3% 78% False False 632,237
10 119-210 118-220 0-310 0.8% 0-126 0.3% 82% False False 617,108
20 119-210 117-152 2-058 1.8% 0-124 0.3% 92% False False 598,164
40 119-210 116-047 3-163 2.9% 0-131 0.3% 95% False False 577,980
60 119-210 115-285 3-245 3.2% 0-148 0.4% 95% False False 613,642
80 119-210 115-040 4-170 3.8% 0-140 0.4% 96% False False 474,478
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 120-158
2.618 120-040
1.618 119-288
1.000 119-244
0.618 119-216
HIGH 119-172
0.618 119-144
0.500 119-136
0.382 119-128
LOW 119-100
0.618 119-056
1.000 119-028
1.618 118-304
2.618 118-232
4.250 118-114
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 119-149 119-128
PP 119-142 119-101
S1 119-136 119-074

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

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