ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 119-175 119-190 0-015 0.0% 119-080
High 119-200 119-242 0-042 0.1% 119-210
Low 119-117 119-177 0-060 0.2% 118-275
Close 119-182 119-222 0-040 0.1% 119-155
Range 0-083 0-065 -0-018 -21.7% 0-255
ATR 0-125 0-121 -0-004 -3.4% 0-000
Volume 812,343 1,016,566 204,223 25.1% 3,161,187
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 120-089 120-060 119-258
R3 120-024 119-315 119-240
R2 119-279 119-279 119-234
R1 119-250 119-250 119-228 119-264
PP 119-214 119-214 119-214 119-221
S1 119-185 119-185 119-216 119-200
S2 119-149 119-149 119-210
S3 119-084 119-120 119-204
S4 119-019 119-055 119-186
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% 0-097 0.3% 87% False False 771,851
10 119-262 118-275 0-307 0.8% 0-113 0.3% 87% False False 694,909
20 119-262 118-005 1-257 1.5% 0-118 0.3% 93% False False 645,241
40 119-262 116-047 3-215 3.1% 0-127 0.3% 97% False False 596,408
60 119-262 115-285 3-297 3.3% 0-146 0.4% 97% False False 624,018
80 119-262 115-040 4-222 3.9% 0-140 0.4% 97% False False 505,094
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 0-029
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 120-198
2.618 120-092
1.618 120-027
1.000 119-307
0.618 119-282
HIGH 119-242
0.618 119-217
0.500 119-210
0.382 119-202
LOW 119-177
0.618 119-137
1.000 119-112
1.618 119-072
2.618 119-007
4.250 118-221
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 119-218 119-211
PP 119-214 119-200
S1 119-210 119-190

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

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