ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 117-190 117-290 0-100 0.3% 117-030
High 117-310 118-010 0-020 0.1% 117-310
Low 117-190 117-290 0-100 0.3% 117-030
Close 117-280 118-000 0-040 0.1% 117-280
Range 0-120 0-040 -0-080 -66.7% 0-280
ATR 0-059 0-059 -0-001 -1.1% 0-000
Volume 4,458 2,153 -2,305 -51.7% 16,959
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 118-113 118-097 118-022
R3 118-073 118-057 118-011
R2 118-033 118-033 118-007
R1 118-017 118-017 118-004 118-025
PP 117-313 117-313 117-313 117-318
S1 117-297 117-297 117-316 117-305
S2 117-273 117-273 117-313
S3 117-233 117-257 117-309
S4 117-193 117-217 117-298
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 120-087 119-303 118-114
R3 119-127 119-023 118-037
R2 118-167 118-167 118-011
R1 118-063 118-063 117-306 118-115
PP 117-207 117-207 117-207 117-232
S1 117-103 117-103 117-254 117-155
S2 116-247 116-247 117-229
S3 115-287 116-143 117-203
S4 115-007 115-183 117-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-010 117-080 0-250 0.7% 0-048 0.1% 96% True False 3,196
10 118-010 116-160 1-170 1.3% 0-031 0.1% 98% True False 2,273
20 118-010 115-060 2-270 2.4% 0-018 0.0% 99% True False 1,349
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 0-001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-180
2.618 118-115
1.618 118-075
1.000 118-050
0.618 118-035
HIGH 118-010
0.618 117-315
0.500 117-310
0.382 117-305
LOW 117-290
0.618 117-265
1.000 117-250
1.618 117-225
2.618 117-185
4.250 117-120
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 117-317 117-298
PP 117-313 117-277
S1 117-310 117-255

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

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