ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 118-090 118-090 0-000 0.0% 117-290
High 118-150 118-140 -0-010 0.0% 118-100
Low 118-040 118-000 -0-040 -0.1% 117-150
Close 118-110 118-020 -0-090 -0.2% 118-010
Range 0-110 0-140 0-030 27.3% 0-270
ATR 0-082 0-086 0-004 5.0% 0-000
Volume 21,118 29,281 8,163 38.7% 43,878
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 119-153 119-067 118-097
R3 119-013 118-247 118-058
R2 118-193 118-193 118-046
R1 118-107 118-107 118-033 118-080
PP 118-053 118-053 118-053 118-040
S1 117-287 117-287 118-007 117-260
S2 117-233 117-233 117-314
S3 117-093 117-147 117-302
S4 116-273 117-007 117-263
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
5 118-150 117-230 0-240 0.6% 0-122 0.3% 46% False False 18,720
10 118-150 117-150 1-000 0.8% 0-109 0.3% 59% False False 12,448
20 118-150 116-070 2-080 1.9% 0-062 0.2% 82% False False 6,700
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 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-095
2.618 119-187
1.618 119-047
1.000 118-280
0.618 118-227
HIGH 118-140
0.618 118-087
0.500 118-070
0.382 118-053
LOW 118-000
0.618 117-233
1.000 117-180
1.618 117-093
2.618 116-273
4.250 116-045
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 118-070 118-075
PP 118-053 118-057
S1 118-037 118-038

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

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