ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 117-310 117-160 -0-150 -0.4% 117-030
High 117-310 118-000 0-010 0.0% 117-310
Low 117-210 117-150 -0-060 -0.2% 117-030
Close 117-230 117-310 0-080 0.2% 117-280
Range 0-100 0-170 0-070 70.0% 0-280
ATR 0-062 0-070 0-008 12.3% 0-000
Volume 8,502 8,130 -372 -4.4% 16,959
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 119-130 119-070 118-084
R3 118-280 118-220 118-037
R2 118-110 118-110 118-021
R1 118-050 118-050 118-006 118-080
PP 117-260 117-260 117-260 117-275
S1 117-200 117-200 117-294 117-230
S2 117-090 117-090 117-279
S3 116-240 117-030 117-263
S4 116-070 116-180 117-216
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% 0-096 0.3% 89% False True 6,176
10 118-010 117-000 1-010 0.9% 0-051 0.1% 94% False False 3,907
20 118-010 115-200 2-130 2.0% 0-032 0.1% 97% False False 2,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 120-082
2.618 119-125
1.618 118-275
1.000 118-170
0.618 118-105
HIGH 118-000
0.618 117-255
0.500 117-235
0.382 117-215
LOW 117-150
0.618 117-045
1.000 116-300
1.618 116-195
2.618 116-025
4.250 115-068
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 117-285 117-287
PP 117-260 117-263
S1 117-235 117-240

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

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