ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 120-060 120-220 0-160 0.4% 119-167
High 120-237 120-240 0-003 0.0% 120-075
Low 120-047 120-130 0-083 0.2% 119-117
Close 120-210 120-142 -0-068 -0.2% 120-042
Range 0-190 0-110 -0-080 -42.1% 0-278
ATR 0-128 0-127 -0-001 -1.0% 0-000
Volume 121,454 95,761 -25,693 -21.2% 4,382,462
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-181 121-111 120-202
R3 121-071 121-001 120-172
R2 120-281 120-281 120-162
R1 120-211 120-211 120-152 120-191
PP 120-171 120-171 120-171 120-160
S1 120-101 120-101 120-132 120-081
S2 120-061 120-061 120-122
S3 119-271 119-311 120-112
S4 119-161 119-201 120-082
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
5 120-240 119-182 1-058 1.0% 0-140 0.4% 74% True False 582,152
10 120-240 118-275 1-285 1.6% 0-119 0.3% 84% True False 677,001
20 120-240 118-175 2-065 1.8% 0-127 0.3% 86% True False 658,249
40 120-240 116-065 4-175 3.8% 0-126 0.3% 93% True False 594,822
60 120-240 116-047 4-193 3.8% 0-143 0.4% 93% True False 613,477
80 120-240 115-040 5-200 4.7% 0-144 0.4% 95% True False 541,101
100 120-240 115-040 5-200 4.7% 0-126 0.3% 95% True False 433,303
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-068
2.618 121-208
1.618 121-098
1.000 121-030
0.618 120-308
HIGH 120-240
0.618 120-198
0.500 120-185
0.382 120-172
LOW 120-130
0.618 120-062
1.000 120-020
1.618 119-272
2.618 119-162
4.250 118-302
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 120-185 120-131
PP 120-171 120-121
S1 120-156 120-110

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

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