ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 117-160 117-300 0-140 0.4% 117-030
High 118-000 118-010 0-010 0.0% 117-310
Low 117-150 117-230 0-080 0.2% 117-030
Close 117-310 117-260 -0-050 -0.1% 117-280
Range 0-170 0-100 -0-070 -41.2% 0-280
ATR 0-070 0-072 0-002 3.1% 0-000
Volume 8,130 11,191 3,061 37.7% 16,959
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 118-253 118-197 117-315
R3 118-153 118-097 117-288
R2 118-053 118-053 117-278
R1 117-317 117-317 117-269 117-295
PP 117-273 117-273 117-273 117-262
S1 117-217 117-217 117-251 117-195
S2 117-173 117-173 117-242
S3 117-073 117-117 117-232
S4 116-293 117-017 117-205
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% 0-106 0.3% 61% True False 6,886
10 118-010 117-030 0-300 0.8% 0-061 0.2% 77% True False 4,956
20 118-010 115-200 2-130 2.0% 0-037 0.1% 91% True False 2,584
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-115
2.618 118-272
1.618 118-172
1.000 118-110
0.618 118-072
HIGH 118-010
0.618 117-292
0.500 117-280
0.382 117-268
LOW 117-230
0.618 117-168
1.000 117-130
1.618 117-068
2.618 116-288
4.250 116-125
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 117-280 117-253
PP 117-273 117-247
S1 117-267 117-240

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

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