ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 118-020 118-090 0-070 0.2% 117-290
High 118-080 118-150 0-070 0.2% 118-100
Low 118-000 118-040 0-040 0.1% 117-150
Close 118-070 118-110 0-040 0.1% 118-010
Range 0-080 0-110 0-030 37.5% 0-270
ATR 0-080 0-082 0-002 2.7% 0-000
Volume 18,112 21,118 3,006 16.6% 43,878
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 119-110 119-060 118-170
R3 119-000 118-270 118-140
R2 118-210 118-210 118-130
R1 118-160 118-160 118-120 118-185
PP 118-100 118-100 118-100 118-112
S1 118-050 118-050 118-100 118-075
S2 117-310 117-310 118-090
S3 117-200 117-260 118-080
S4 117-090 117-150 118-050
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
5 118-150 117-150 1-000 0.8% 0-128 0.3% 88% True False 14,490
10 118-150 117-150 1-000 0.8% 0-095 0.3% 88% True False 9,613
20 118-150 116-070 2-080 1.9% 0-056 0.1% 94% True False 5,237
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-298
2.618 119-118
1.618 119-008
1.000 118-260
0.618 118-218
HIGH 118-150
0.618 118-108
0.500 118-095
0.382 118-082
LOW 118-040
0.618 117-292
1.000 117-250
1.618 117-182
2.618 117-072
4.250 116-212
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 118-105 118-085
PP 118-100 118-060
S1 118-095 118-035

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

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