ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 120-062 120-060 -0-002 0.0% 119-167
High 120-110 120-237 0-127 0.3% 120-075
Low 119-300 120-047 0-067 0.2% 119-117
Close 120-090 120-210 0-120 0.3% 120-042
Range 0-130 0-190 0-060 46.2% 0-278
ATR 0-123 0-128 0-005 3.9% 0-000
Volume 765,609 121,454 -644,155 -84.1% 4,382,462
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-095 122-022 120-314
R3 121-225 121-152 120-262
R2 121-035 121-035 120-245
R1 120-282 120-282 120-227 120-318
PP 120-165 120-165 120-165 120-183
S1 120-092 120-092 120-193 120-128
S2 119-295 119-295 120-175
S3 119-105 119-222 120-158
S4 118-235 119-032 120-106
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
5 120-237 119-177 1-060 1.0% 0-131 0.3% 93% True False 766,313
10 120-237 118-275 1-282 1.6% 0-122 0.3% 96% True False 734,622
20 120-237 118-127 2-110 1.9% 0-127 0.3% 96% True False 684,869
40 120-237 116-065 4-172 3.8% 0-127 0.3% 98% True False 607,460
60 120-237 116-047 4-190 3.8% 0-143 0.4% 98% True False 620,881
80 120-237 115-040 5-197 4.7% 0-143 0.4% 98% True False 540,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 123-084
2.618 122-094
1.618 121-224
1.000 121-107
0.618 121-034
HIGH 120-237
0.618 120-164
0.500 120-142
0.382 120-120
LOW 120-047
0.618 119-250
1.000 119-177
1.618 119-060
2.618 118-190
4.250 117-200
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 120-187 120-176
PP 120-165 120-142
S1 120-142 120-108

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

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