ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 118-180 118-310 0-130 0.3% 118-130
High 119-000 119-040 0-040 0.1% 119-040
Low 118-130 118-250 0-120 0.3% 118-070
Close 118-310 119-000 0-010 0.0% 119-000
Range 0-190 0-110 -0-080 -42.1% 0-290
ATR 0-097 0-098 0-001 1.0% 0-000
Volume 553,282 661,707 108,425 19.6% 1,866,743
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 120-000 119-270 119-060
R3 119-210 119-160 119-030
R2 119-100 119-100 119-020
R1 119-050 119-050 119-010 119-075
PP 118-310 118-310 118-310 119-002
S1 118-260 118-260 118-310 118-285
S2 118-200 118-200 118-300
S3 118-090 118-150 118-290
S4 117-300 118-040 118-260
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 121-160 121-050 119-160
R3 120-190 120-080 119-080
R2 119-220 119-220 119-053
R1 119-110 119-110 119-027 119-165
PP 118-250 118-250 118-250 118-278
S1 118-140 118-140 118-293 118-195
S2 117-280 117-280 118-267
S3 116-310 117-170 118-240
S4 116-020 116-200 118-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-040 118-070 0-290 0.8% 0-110 0.3% 86% True False 373,348
10 119-040 117-220 1-140 1.2% 0-112 0.3% 91% True False 202,439
20 119-040 117-030 2-010 1.7% 0-096 0.3% 94% True False 104,261
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-188
2.618 120-008
1.618 119-218
1.000 119-150
0.618 119-108
HIGH 119-040
0.618 118-318
0.500 118-305
0.382 118-292
LOW 118-250
0.618 118-182
1.000 118-140
1.618 118-072
2.618 117-282
4.250 117-102
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 118-315 118-295
PP 118-310 118-270
S1 118-305 118-245

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

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