ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 116-150 116-070 -0-080 -0.2% 115-060
High 116-150 116-070 -0-080 -0.2% 116-030
Low 116-090 116-070 -0-020 -0.1% 115-060
Close 116-060 116-070 0-010 0.0% 116-030
Range 0-060 0-000 -0-060 -100.0% 0-290
ATR
Volume 12 19 7 58.3% 3,183
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 116-070 116-070 116-070
R3 116-070 116-070 116-070
R2 116-070 116-070 116-070
R1 116-070 116-070 116-070 116-070
PP 116-070 116-070 116-070 116-070
S1 116-070 116-070 116-070 116-070
S2 116-070 116-070 116-070
S3 116-070 116-070 116-070
S4 116-070 116-070 116-070
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-163 118-067 116-190
R3 117-193 117-097 116-110
R2 116-223 116-223 116-083
R1 116-127 116-127 116-057 116-175
PP 115-253 115-253 115-253 115-278
S1 115-157 115-157 116-003 115-205
S2 114-283 114-283 115-297
S3 113-313 114-187 115-270
S4 113-023 113-217 115-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-150 116-030 0-120 0.3% 0-012 0.0% 33% False False 20
10 116-150 115-050 1-100 1.1% 0-006 0.0% 81% False False 326
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 True
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-070
2.618 116-070
1.618 116-070
1.000 116-070
0.618 116-070
HIGH 116-070
0.618 116-070
0.500 116-070
0.382 116-070
LOW 116-070
0.618 116-070
1.000 116-070
1.618 116-070
2.618 116-070
4.250 116-070
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 116-070 116-110
PP 116-070 116-097
S1 116-070 116-083

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

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