ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 120-267 120-300 0-033 0.1% 120-227
High 121-015 121-002 -0-013 0.0% 121-080
Low 120-267 120-217 -0-050 -0.1% 120-167
Close 120-287 120-270 -0-017 0.0% 120-287
Range 0-068 0-105 0-037 54.4% 0-233
ATR 0-127 0-126 -0-002 -1.3% 0-000
Volume 12,106 11,397 -709 -5.9% 113,130
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-265 121-212 121-008
R3 121-160 121-107 120-299
R2 121-055 121-055 120-289
R1 121-002 121-002 120-280 120-296
PP 120-270 120-270 120-270 120-256
S1 120-217 120-217 120-260 120-191
S2 120-165 120-165 120-251
S3 120-060 120-112 120-241
S4 119-275 120-007 120-212
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-024 122-228 121-095
R3 122-111 121-315 121-031
R2 121-198 121-198 121-010
R1 121-082 121-082 120-308 121-140
PP 120-285 120-285 120-285 120-314
S1 120-169 120-169 120-266 120-227
S2 120-052 120-052 120-244
S3 119-139 119-256 120-223
S4 118-226 119-023 120-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-080 120-167 0-233 0.6% 0-121 0.3% 44% False False 17,899
10 121-080 119-300 1-100 1.1% 0-128 0.3% 69% False False 116,636
20 121-080 118-275 2-125 2.0% 0-119 0.3% 83% False False 435,500
40 121-080 116-272 4-128 3.6% 0-123 0.3% 91% False False 505,908
60 121-080 116-047 5-033 4.2% 0-130 0.3% 92% False False 526,823
80 121-080 115-180 5-220 4.7% 0-143 0.4% 93% False False 541,961
100 121-080 115-040 6-040 5.1% 0-132 0.3% 93% False False 435,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-128
2.618 121-277
1.618 121-172
1.000 121-107
0.618 121-067
HIGH 121-002
0.618 120-282
0.500 120-270
0.382 120-257
LOW 120-217
0.618 120-152
1.000 120-112
1.618 120-047
2.618 119-262
4.250 119-091
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 120-270 120-306
PP 120-270 120-294
S1 120-270 120-282

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

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