ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 118-120 118-140 0-020 0.1% 118-020
High 118-150 118-200 0-050 0.1% 118-150
Low 118-070 118-130 0-060 0.2% 117-220
Close 118-130 118-180 0-050 0.1% 118-100
Range 0-080 0-070 -0-010 -12.5% 0-250
ATR 0-091 0-090 -0-002 -1.7% 0-000
Volume 158,799 404,148 245,349 154.5% 157,647
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 119-060 119-030 118-218
R3 118-310 118-280 118-199
R2 118-240 118-240 118-193
R1 118-210 118-210 118-186 118-225
PP 118-170 118-170 118-170 118-178
S1 118-140 118-140 118-174 118-155
S2 118-100 118-100 118-167
S3 118-030 118-070 118-161
S4 117-280 118-000 118-142
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% 0-098 0.3% 90% False False 148,178
10 118-210 117-220 0-310 0.8% 0-110 0.3% 90% False False 83,449
20 118-210 117-000 1-210 1.4% 0-080 0.2% 94% False False 43,678
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 119-178
2.618 119-063
1.618 118-313
1.000 118-270
0.618 118-243
HIGH 118-200
0.618 118-173
0.500 118-165
0.382 118-157
LOW 118-130
0.618 118-087
1.000 118-060
1.618 118-017
2.618 117-267
4.250 117-152
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 118-175 118-167
PP 118-170 118-153
S1 118-165 118-140

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

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