ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 118-010 118-040 0-030 0.1% 118-020
High 118-060 118-120 0-060 0.2% 118-150
Low 117-220 118-040 0-140 0.4% 117-220
Close 118-060 118-100 0-040 0.1% 118-100
Range 0-160 0-080 -0-080 -50.0% 0-250
ATR 0-091 0-091 -0-001 -0.9% 0-000
Volume 51,458 37,678 -13,780 -26.8% 157,647
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 119-007 118-293 118-144
R3 118-247 118-213 118-122
R2 118-167 118-167 118-115
R1 118-133 118-133 118-107 118-150
PP 118-087 118-087 118-087 118-095
S1 118-053 118-053 118-093 118-070
S2 118-007 118-007 118-085
S3 117-247 117-293 118-078
S4 117-167 117-213 118-056
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 120-160 120-060 118-238
R3 119-230 119-130 118-169
R2 118-300 118-300 118-146
R1 118-200 118-200 118-123 118-250
PP 118-050 118-050 118-050 118-075
S1 117-270 117-270 118-077 118-000
S2 117-120 117-120 118-054
S3 116-190 117-020 118-031
S4 115-260 116-090 117-282
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% 0-114 0.3% 80% False False 31,529
10 118-150 117-150 1-000 0.8% 0-116 0.3% 84% False False 20,152
20 118-150 116-160 1-310 1.7% 0-072 0.2% 92% False False 11,155
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-140
2.618 119-009
1.618 118-249
1.000 118-200
0.618 118-169
HIGH 118-120
0.618 118-089
0.500 118-080
0.382 118-071
LOW 118-040
0.618 117-311
1.000 117-280
1.618 117-231
2.618 117-151
4.250 117-020
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 118-093 118-073
PP 118-087 118-047
S1 118-080 118-020

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

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