ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 117-300 117-290 -0-010 0.0% 117-290
High 118-010 118-100 0-090 0.2% 118-100
Low 117-230 117-240 0-010 0.0% 117-150
Close 117-260 118-010 0-070 0.2% 118-010
Range 0-100 0-180 0-080 80.0% 0-270
ATR 0-072 0-080 0-008 10.7% 0-000
Volume 11,191 13,902 2,711 24.2% 43,878
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 119-230 119-140 118-109
R3 119-050 118-280 118-060
R2 118-190 118-190 118-043
R1 118-100 118-100 118-026 118-145
PP 118-010 118-010 118-010 118-032
S1 117-240 117-240 117-314 117-285
S2 117-150 117-150 117-297
S3 116-290 117-060 117-280
S4 116-110 116-200 117-231
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 120-150 120-030 118-158
R3 119-200 119-080 118-084
R2 118-250 118-250 118-060
R1 118-130 118-130 118-035 118-190
PP 117-300 117-300 117-300 118-010
S1 117-180 117-180 117-305 117-240
S2 117-030 117-030 117-280
S3 116-080 116-230 117-256
S4 115-130 115-280 117-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-100 117-150 0-270 0.7% 0-118 0.3% 67% True False 8,775
10 118-100 117-030 1-070 1.0% 0-079 0.2% 77% True False 6,083
20 118-100 116-030 2-070 1.9% 0-046 0.1% 87% True False 3,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 120-225
2.618 119-251
1.618 119-071
1.000 118-280
0.618 118-211
HIGH 118-100
0.618 118-031
0.500 118-010
0.382 117-309
LOW 117-240
0.618 117-129
1.000 117-060
1.618 116-269
2.618 116-089
4.250 115-115
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 118-010 117-315
PP 118-010 117-300
S1 118-010 117-285

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

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