ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 120-272 121-040 0-088 0.2% 120-062
High 121-080 121-075 -0-005 0.0% 120-310
Low 120-262 120-227 -0-035 -0.1% 119-300
Close 121-037 120-250 -0-107 -0.3% 120-212
Range 0-138 0-168 0-030 21.7% 1-010
ATR 0-128 0-131 0-003 2.3% 0-000
Volume 18,939 13,746 -5,193 -27.4% 1,041,834
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-155 122-050 121-022
R3 121-307 121-202 120-296
R2 121-139 121-139 120-281
R1 121-034 121-034 120-265 121-002
PP 120-291 120-291 120-291 120-275
S1 120-186 120-186 120-235 120-154
S2 120-123 120-123 120-219
S3 119-275 120-018 120-204
S4 119-107 119-170 120-158
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
5 121-080 120-145 0-255 0.7% 0-135 0.3% 41% False False 32,006
10 121-080 119-182 1-218 1.4% 0-137 0.4% 72% False False 307,079
20 121-080 118-275 2-125 2.0% 0-125 0.3% 80% False False 500,994
40 121-080 116-237 4-163 3.7% 0-126 0.3% 90% False False 536,039
60 121-080 116-047 5-033 4.2% 0-137 0.4% 91% False False 555,353
80 121-080 115-060 6-020 5.0% 0-144 0.4% 92% False False 542,501
100 121-080 115-040 6-040 5.1% 0-132 0.3% 92% False False 434,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-149
2.618 122-195
1.618 122-027
1.000 121-243
0.618 121-179
HIGH 121-075
0.618 121-011
0.500 120-311
0.382 120-291
LOW 120-227
0.618 120-123
1.000 120-059
1.618 119-275
2.618 119-107
4.250 118-153
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 120-311 120-284
PP 120-291 120-272
S1 120-270 120-261

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

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