ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 119-167 119-175 0-008 0.0% 119-080
High 119-262 119-200 -0-062 -0.2% 119-210
Low 119-160 119-117 -0-043 -0.1% 118-275
Close 119-172 119-182 0-010 0.0% 119-155
Range 0-102 0-083 -0-019 -18.6% 0-255
ATR 0-129 0-125 -0-003 -2.5% 0-000
Volume 625,614 812,343 186,729 29.8% 3,161,187
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 120-095 120-062 119-228
R3 120-012 119-299 119-205
R2 119-249 119-249 119-197
R1 119-216 119-216 119-190 119-232
PP 119-166 119-166 119-166 119-175
S1 119-133 119-133 119-174 119-150
S2 119-083 119-083 119-167
S3 119-000 119-050 119-159
S4 118-237 118-287 119-136
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% 0-112 0.3% 74% False False 702,930
10 119-262 118-220 1-042 0.9% 0-122 0.3% 78% False False 659,514
20 119-262 117-190 2-072 1.9% 0-123 0.3% 89% False False 626,069
40 119-262 116-047 3-215 3.1% 0-129 0.3% 93% False False 584,410
60 119-262 115-285 3-297 3.3% 0-148 0.4% 94% False False 619,524
80 119-262 115-040 4-222 3.9% 0-141 0.4% 95% False False 492,427
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-233
2.618 120-097
1.618 120-014
1.000 119-283
0.618 119-251
HIGH 119-200
0.618 119-168
0.500 119-158
0.382 119-149
LOW 119-117
0.618 119-066
1.000 119-034
1.618 118-303
2.618 118-220
4.250 118-084
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 119-174 119-182
PP 119-166 119-181
S1 119-158 119-181

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

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