ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 117-290 118-020 0-050 0.1% 117-290
High 118-100 118-080 -0-020 -0.1% 118-100
Low 117-240 118-000 0-080 0.2% 117-150
Close 118-010 118-070 0-060 0.2% 118-010
Range 0-180 0-080 -0-100 -55.6% 0-270
ATR 0-080 0-080 0-000 0.0% 0-000
Volume 13,902 18,112 4,210 30.3% 43,878
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 118-290 118-260 118-114
R3 118-210 118-180 118-092
R2 118-130 118-130 118-085
R1 118-100 118-100 118-077 118-115
PP 118-050 118-050 118-050 118-058
S1 118-020 118-020 118-063 118-035
S2 117-290 117-290 118-055
S3 117-210 117-260 118-048
S4 117-130 117-180 118-026
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% 0-126 0.3% 89% False False 11,967
10 118-100 117-080 1-020 0.9% 0-087 0.2% 91% False False 7,581
20 118-100 116-070 2-030 1.8% 0-050 0.1% 96% False False 4,182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-100
2.618 118-289
1.618 118-209
1.000 118-160
0.618 118-129
HIGH 118-080
0.618 118-049
0.500 118-040
0.382 118-031
LOW 118-000
0.618 117-271
1.000 117-240
1.618 117-191
2.618 117-111
4.250 116-300
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 118-060 118-048
PP 118-050 118-027
S1 118-040 118-005

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

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