ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 118-140 118-180 0-040 0.1% 118-020
High 118-200 119-000 0-120 0.3% 118-150
Low 118-130 118-130 0-000 0.0% 117-220
Close 118-180 118-310 0-130 0.3% 118-100
Range 0-070 0-190 0-120 171.4% 0-250
ATR 0-090 0-097 0-007 8.0% 0-000
Volume 404,148 553,282 149,134 36.9% 157,647
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 120-183 120-117 119-094
R3 119-313 119-247 119-042
R2 119-123 119-123 119-025
R1 119-057 119-057 119-007 119-090
PP 118-253 118-253 118-253 118-270
S1 118-187 118-187 118-293 118-220
S2 118-063 118-063 118-275
S3 117-193 117-317 118-258
S4 117-003 117-127 118-206
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
5 119-000 118-040 0-280 0.7% 0-104 0.3% 96% True False 248,542
10 119-000 117-220 1-100 1.1% 0-119 0.3% 98% True False 137,658
20 119-000 117-030 1-290 1.6% 0-090 0.2% 98% True False 71,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 121-168
2.618 120-177
1.618 119-307
1.000 119-190
0.618 119-117
HIGH 119-000
0.618 118-247
0.500 118-225
0.382 118-203
LOW 118-130
0.618 118-013
1.000 117-260
1.618 117-143
2.618 116-273
4.250 115-282
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 118-282 118-272
PP 118-253 118-233
S1 118-225 118-195

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

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