ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 120-260 120-147 -0-113 -0.3% 120-227
High 120-260 121-017 0-077 0.2% 121-080
Low 120-105 120-137 0-032 0.1% 120-167
Close 120-120 121-002 0-202 0.5% 120-287
Range 0-155 0-200 0-045 29.0% 0-233
ATR 0-129 0-135 0-006 4.9% 0-000
Volume 6,521 3,902 -2,619 -40.2% 113,130
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-225 122-154 121-112
R3 122-025 121-274 121-057
R2 121-145 121-145 121-039
R1 121-074 121-074 121-020 121-110
PP 120-265 120-265 120-265 120-283
S1 120-194 120-194 120-304 120-230
S2 120-065 120-065 120-285
S3 119-185 119-314 120-267
S4 118-305 119-114 120-212
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
5 121-075 120-105 0-290 0.7% 0-139 0.4% 75% False False 9,534
10 121-080 120-105 0-295 0.8% 0-131 0.3% 74% False False 28,972
20 121-080 118-275 2-125 2.0% 0-126 0.3% 90% False False 381,797
40 121-080 117-120 3-280 3.2% 0-123 0.3% 94% False False 472,670
60 121-080 116-047 5-033 4.2% 0-130 0.3% 95% False False 506,796
80 121-080 115-285 5-115 4.4% 0-144 0.4% 95% False False 540,198
100 121-080 115-040 6-040 5.1% 0-136 0.4% 96% False False 435,218
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 0-018
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 123-227
2.618 122-221
1.618 122-021
1.000 121-217
0.618 121-141
HIGH 121-017
0.618 120-261
0.500 120-237
0.382 120-213
LOW 120-137
0.618 120-013
1.000 119-257
1.618 119-133
2.618 118-253
4.250 117-247
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 120-294 120-288
PP 120-265 120-255
S1 120-237 120-221

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

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