ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 117-290 117-310 0-020 0.1% 117-030
High 118-010 117-310 -0-020 -0.1% 117-310
Low 117-290 117-210 -0-080 -0.2% 117-030
Close 118-000 117-230 -0-090 -0.2% 117-280
Range 0-040 0-100 0-060 150.0% 0-280
ATR 0-059 0-062 0-004 6.2% 0-000
Volume 2,153 8,502 6,349 294.9% 16,959
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 118-230 118-170 117-285
R3 118-130 118-070 117-258
R2 118-030 118-030 117-248
R1 117-290 117-290 117-239 117-270
PP 117-250 117-250 117-250 117-240
S1 117-190 117-190 117-221 117-170
S2 117-150 117-150 117-212
S3 117-050 117-090 117-202
S4 116-270 116-310 117-175
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
5 118-010 117-150 0-180 0.5% 0-062 0.2% 44% False False 4,735
10 118-010 116-170 1-160 1.3% 0-039 0.1% 79% False False 3,119
20 118-010 115-150 2-180 2.2% 0-024 0.1% 88% False False 1,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-095
2.618 118-252
1.618 118-152
1.000 118-090
0.618 118-052
HIGH 117-310
0.618 117-272
0.500 117-260
0.382 117-248
LOW 117-210
0.618 117-148
1.000 117-110
1.618 117-048
2.618 116-268
4.250 116-105
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 117-260 117-260
PP 117-250 117-250
S1 117-240 117-240

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

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