ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 118-090 118-010 -0-080 -0.2% 117-290
High 118-140 118-060 -0-080 -0.2% 118-100
Low 118-000 117-220 -0-100 -0.3% 117-150
Close 118-020 118-060 0-040 0.1% 118-010
Range 0-140 0-160 0-020 14.3% 0-270
ATR 0-086 0-091 0-005 6.1% 0-000
Volume 29,281 51,458 22,177 75.7% 43,878
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 119-167 119-113 118-148
R3 119-007 118-273 118-104
R2 118-167 118-167 118-089
R1 118-113 118-113 118-075 118-140
PP 118-007 118-007 118-007 118-020
S1 117-273 117-273 118-045 117-300
S2 117-167 117-167 118-031
S3 117-007 117-113 118-016
S4 116-167 116-273 117-292
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
5 118-150 117-220 0-250 0.7% 0-134 0.4% 64% False True 26,774
10 118-150 117-150 1-000 0.8% 0-120 0.3% 72% False False 16,830
20 118-150 116-070 2-080 1.9% 0-068 0.2% 88% False False 9,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-100
2.618 119-159
1.618 118-319
1.000 118-220
0.618 118-159
HIGH 118-060
0.618 117-319
0.500 117-300
0.382 117-281
LOW 117-220
0.618 117-121
1.000 117-060
1.618 116-281
2.618 116-121
4.250 115-180
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 118-033 118-048
PP 118-007 118-037
S1 117-300 118-025

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

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