ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 120-147 120-227 0-080 0.2% 120-062
High 120-310 120-250 -0-060 -0.2% 120-310
Low 120-145 120-175 0-030 0.1% 119-300
Close 120-212 120-235 0-023 0.1% 120-212
Range 0-165 0-075 -0-090 -54.5% 1-010
ATR 0-130 0-126 -0-004 -3.0% 0-000
Volume 59,010 35,031 -23,979 -40.6% 1,041,834
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-125 121-095 120-276
R3 121-050 121-020 120-256
R2 120-295 120-295 120-249
R1 120-265 120-265 120-242 120-280
PP 120-220 120-220 120-220 120-228
S1 120-190 120-190 120-228 120-205
S2 120-145 120-145 120-221
S3 120-070 120-115 120-214
S4 119-315 120-040 120-194
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-197 123-055 121-074
R3 122-187 122-045 120-303
R2 121-177 121-177 120-272
R1 121-035 121-035 120-242 121-106
PP 120-167 120-167 120-167 120-203
S1 120-025 120-025 120-182 120-096
S2 119-157 119-157 120-152
S3 118-147 119-015 120-121
S4 117-137 118-005 120-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-310 119-300 1-010 0.9% 0-134 0.3% 77% False False 215,373
10 120-310 119-117 1-193 1.3% 0-119 0.3% 85% False False 545,932
20 120-310 118-220 2-090 1.9% 0-123 0.3% 90% False False 581,520
40 120-310 116-065 4-245 3.9% 0-126 0.3% 95% False False 568,740
60 120-310 116-047 4-263 4.0% 0-140 0.4% 95% False False 592,908
80 120-310 115-060 5-250 4.8% 0-143 0.4% 96% False False 542,141
100 120-310 115-040 5-270 4.8% 0-127 0.3% 96% False False 434,243
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-249
2.618 121-126
1.618 121-051
1.000 121-005
0.618 120-296
HIGH 120-250
0.618 120-221
0.500 120-212
0.382 120-204
LOW 120-175
0.618 120-129
1.000 120-100
1.618 120-054
2.618 119-299
4.250 119-176
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 120-228 120-230
PP 120-220 120-225
S1 120-212 120-220

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

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