ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 117-030 117-110 0-080 0.2% 116-160
High 117-030 117-110 0-080 0.2% 117-070
Low 117-030 117-080 0-050 0.1% 116-160
Close 117-090 117-120 0-030 0.1% 117-070
Range 0-000 0-030 0-030 0-230
ATR 0-056 0-054 -0-002 -3.3% 0-000
Volume 3,130 807 -2,323 -74.2% 4,628
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 117-193 117-187 117-136
R3 117-163 117-157 117-128
R2 117-133 117-133 117-126
R1 117-127 117-127 117-123 117-130
PP 117-103 117-103 117-103 117-105
S1 117-097 117-097 117-117 117-100
S2 117-073 117-073 117-114
S3 117-043 117-067 117-112
S4 117-013 117-037 117-104
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-043 118-287 117-196
R3 118-133 118-057 117-133
R2 117-223 117-223 117-112
R1 117-147 117-147 117-091 117-185
PP 116-313 116-313 116-313 117-012
S1 116-237 116-237 117-049 116-275
S2 116-083 116-083 117-028
S3 115-173 116-007 117-007
S4 114-263 115-097 116-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-110 116-170 0-260 0.7% 0-016 0.0% 104% True False 1,502
10 117-110 116-070 1-040 1.0% 0-016 0.0% 103% True False 861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-238
2.618 117-189
1.618 117-159
1.000 117-140
0.618 117-129
HIGH 117-110
0.618 117-099
0.500 117-095
0.382 117-091
LOW 117-080
0.618 117-061
1.000 117-050
1.618 117-031
2.618 117-001
4.250 116-272
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 117-112 117-103
PP 117-103 117-087
S1 117-095 117-070

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

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