ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 119-040 119-022 -0-018 0.0% 118-130
High 119-065 119-200 0-135 0.4% 119-040
Low 118-257 118-317 0-060 0.2% 118-070
Close 119-045 119-170 0-125 0.3% 119-000
Range 0-128 0-203 0-075 58.6% 0-290
ATR 0-100 0-107 0-007 7.4% 0-000
Volume 471,857 723,644 251,787 53.4% 1,866,743
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-091 121-014 119-282
R3 120-208 120-131 119-226
R2 120-005 120-005 119-207
R1 119-248 119-248 119-189 119-286
PP 119-122 119-122 119-122 119-142
S1 119-045 119-045 119-151 119-084
S2 118-239 118-239 119-133
S3 118-036 118-162 119-114
S4 117-153 117-279 119-058
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
5 119-200 118-130 1-070 1.0% 0-140 0.4% 92% True False 562,927
10 119-200 117-220 1-300 1.6% 0-126 0.3% 95% True False 318,066
20 119-200 117-150 2-050 1.8% 0-111 0.3% 96% True False 163,839
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 0-031
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 122-103
2.618 121-091
1.618 120-208
1.000 120-083
0.618 120-005
HIGH 119-200
0.618 119-122
0.500 119-098
0.382 119-075
LOW 118-317
0.618 118-192
1.000 118-114
1.618 117-309
2.618 117-106
4.250 116-094
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 119-146 119-135
PP 119-122 119-100
S1 119-098 119-065

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

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