ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 120-147 120-315 0-168 0.4% 120-227
High 121-017 121-145 0-128 0.3% 121-080
Low 120-137 120-310 0-173 0.4% 120-167
Close 121-002 121-065 0-063 0.2% 120-287
Range 0-200 0-155 -0-045 -22.5% 0-233
ATR 0-135 0-136 0-001 1.1% 0-000
Volume 3,902 1,552 -2,350 -60.2% 113,130
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-212 122-133 121-150
R3 122-057 121-298 121-108
R2 121-222 121-222 121-093
R1 121-143 121-143 121-079 121-182
PP 121-067 121-067 121-067 121-086
S1 120-308 120-308 121-051 121-028
S2 120-232 120-232 121-037
S3 120-077 120-153 121-022
S4 119-242 119-318 120-300
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
5 121-145 120-105 1-040 0.9% 0-137 0.4% 78% True False 7,095
10 121-145 120-105 1-040 0.9% 0-136 0.3% 78% True False 19,551
20 121-145 118-275 2-190 2.1% 0-127 0.3% 90% True False 348,276
40 121-145 117-120 4-025 3.4% 0-124 0.3% 94% True False 460,301
60 121-145 116-047 5-098 4.4% 0-131 0.3% 95% True False 497,391
80 121-145 115-285 5-180 4.6% 0-143 0.4% 96% True False 539,431
100 121-145 115-040 6-105 5.2% 0-137 0.4% 96% True False 435,221
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-164
2.618 122-231
1.618 122-076
1.000 121-300
0.618 121-241
HIGH 121-145
0.618 121-086
0.500 121-068
0.382 121-049
LOW 120-310
0.618 120-214
1.000 120-155
1.618 120-059
2.618 119-224
4.250 118-291
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 121-068 121-032
PP 121-067 120-318
S1 121-066 120-285

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

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