ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 119-225 120-025 0-120 0.3% 119-167
High 120-037 120-075 0-038 0.1% 120-075
Low 119-182 119-300 0-118 0.3% 119-117
Close 120-030 120-042 0-012 0.0% 120-042
Range 0-175 0-095 -0-080 -45.7% 0-278
ATR 0-125 0-123 -0-002 -1.7% 0-000
Volume 1,222,678 705,261 -517,417 -42.3% 4,382,462
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 120-317 120-275 120-094
R3 120-222 120-180 120-068
R2 120-127 120-127 120-059
R1 120-085 120-085 120-051 120-106
PP 120-032 120-032 120-032 120-043
S1 119-310 119-310 120-033 120-011
S2 119-257 119-257 120-025
S3 119-162 119-215 120-016
S4 119-067 119-120 119-310
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 122-165 122-062 120-195
R3 121-207 121-104 120-118
R2 120-249 120-249 120-093
R1 120-146 120-146 120-067 120-198
PP 119-291 119-291 119-291 119-317
S1 119-188 119-188 120-017 119-240
S2 119-013 119-013 119-311
S3 118-055 118-230 119-286
S4 117-097 117-272 119-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-075 119-117 0-278 0.7% 0-104 0.3% 88% True False 876,492
10 120-075 118-275 1-120 1.1% 0-110 0.3% 93% True False 754,364
20 120-075 118-097 1-298 1.6% 0-120 0.3% 95% True False 687,188
40 120-075 116-047 4-028 3.4% 0-127 0.3% 97% True False 617,976
60 120-075 115-285 4-110 3.6% 0-144 0.4% 98% True False 629,098
80 120-075 115-040 5-035 4.3% 0-143 0.4% 98% True False 529,114
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-159
2.618 121-004
1.618 120-229
1.000 120-170
0.618 120-134
HIGH 120-075
0.618 120-039
0.500 120-028
0.382 120-016
LOW 119-300
0.618 119-241
1.000 119-205
1.618 119-146
2.618 119-051
4.250 118-216
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 120-037 120-017
PP 120-032 119-311
S1 120-028 119-286

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

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