ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 119-105 119-167 0-062 0.2% 119-080
High 119-172 119-262 0-090 0.2% 119-210
Low 119-100 119-160 0-060 0.2% 118-275
Close 119-155 119-172 0-017 0.0% 119-155
Range 0-072 0-102 0-030 41.7% 0-255
ATR 0-130 0-129 -0-002 -1.3% 0-000
Volume 589,315 625,614 36,299 6.2% 3,161,187
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 120-184 120-120 119-228
R3 120-082 120-018 119-200
R2 119-300 119-300 119-191
R1 119-236 119-236 119-181 119-268
PP 119-198 119-198 119-198 119-214
S1 119-134 119-134 119-163 119-166
S2 119-096 119-096 119-153
S3 118-314 119-032 119-144
S4 118-212 118-250 119-116
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
5 119-262 118-275 0-307 0.8% 0-120 0.3% 71% True False 675,369
10 119-262 118-220 1-042 0.9% 0-125 0.3% 75% True False 629,536
20 119-262 117-190 2-072 1.9% 0-124 0.3% 87% True False 607,586
40 119-262 116-047 3-215 3.1% 0-130 0.3% 92% True False 577,608
60 119-262 115-285 3-297 3.3% 0-148 0.4% 93% True False 614,125
80 119-262 115-040 4-222 3.9% 0-140 0.4% 94% True False 482,279
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-056
2.618 120-209
1.618 120-107
1.000 120-044
0.618 120-005
HIGH 119-262
0.618 119-223
0.500 119-211
0.382 119-199
LOW 119-160
0.618 119-097
1.000 119-058
1.618 118-315
2.618 118-213
4.250 118-046
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 119-211 119-151
PP 119-198 119-130
S1 119-185 119-108

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

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