ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 119-022 119-195 0-173 0.5% 118-130
High 119-200 119-200 0-000 0.0% 119-040
Low 118-317 119-090 0-093 0.2% 118-070
Close 119-170 119-102 -0-068 -0.2% 119-000
Range 0-203 0-110 -0-093 -45.8% 0-290
ATR 0-107 0-107 0-000 0.2% 0-000
Volume 723,644 696,939 -26,705 -3.7% 1,866,743
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 120-141 120-071 119-162
R3 120-031 119-281 119-132
R2 119-241 119-241 119-122
R1 119-171 119-171 119-112 119-151
PP 119-131 119-131 119-131 119-120
S1 119-061 119-061 119-092 119-041
S2 119-021 119-021 119-082
S3 118-231 118-271 119-072
S4 118-121 118-161 119-042
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% 0-148 0.4% 75% True False 621,485
10 119-200 117-220 1-300 1.6% 0-123 0.3% 84% True False 384,831
20 119-200 117-150 2-050 1.8% 0-116 0.3% 86% True False 198,640
40 119-200 115-000 4-200 3.9% 0-065 0.2% 93% True False 99,663
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-028
2.618 120-168
1.618 120-058
1.000 119-310
0.618 119-268
HIGH 119-200
0.618 119-158
0.500 119-145
0.382 119-132
LOW 119-090
0.618 119-022
1.000 118-300
1.618 118-232
2.618 118-122
4.250 117-262
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 119-145 119-091
PP 119-131 119-080
S1 119-116 119-068

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

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