ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 118-130 118-120 -0-010 0.0% 118-020
High 118-210 118-150 -0-060 -0.2% 118-150
Low 118-110 118-070 -0-040 -0.1% 117-220
Close 118-120 118-130 0-010 0.0% 118-100
Range 0-100 0-080 -0-020 -20.0% 0-250
ATR 0-092 0-091 -0-001 -0.9% 0-000
Volume 88,807 158,799 69,992 78.8% 157,647
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 119-037 119-003 118-174
R3 118-277 118-243 118-152
R2 118-197 118-197 118-145
R1 118-163 118-163 118-137 118-180
PP 118-117 118-117 118-117 118-125
S1 118-083 118-083 118-123 118-100
S2 118-037 118-037 118-115
S3 117-277 118-003 118-108
S4 117-197 117-243 118-086
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
5 118-210 117-220 0-310 0.8% 0-112 0.3% 74% False False 73,204
10 118-210 117-150 1-060 1.0% 0-120 0.3% 79% False False 43,847
20 118-210 116-170 2-040 1.8% 0-080 0.2% 88% False False 23,483
Crabel Price Patterns
NR True
NR4 False
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-170
2.618 119-039
1.618 118-279
1.000 118-230
0.618 118-199
HIGH 118-150
0.618 118-119
0.500 118-110
0.382 118-101
LOW 118-070
0.618 118-021
1.000 117-310
1.618 117-261
2.618 117-181
4.250 117-050
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 118-123 118-128
PP 118-117 118-127
S1 118-110 118-125

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

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