ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 119-195 119-105 -0-090 -0.2% 119-040
High 119-200 119-285 0-085 0.2% 119-285
Low 119-090 119-100 0-010 0.0% 118-257
Close 119-102 119-177 0-075 0.2% 119-177
Range 0-110 0-185 0-075 68.2% 1-028
ATR 0-107 0-113 0-006 5.2% 0-000
Volume 696,939 678,619 -18,320 -2.6% 2,571,059
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-102 121-005 119-279
R3 120-237 120-140 119-228
R2 120-052 120-052 119-211
R1 119-275 119-275 119-194 120-004
PP 119-187 119-187 119-187 119-212
S1 119-090 119-090 119-160 119-138
S2 119-002 119-002 119-143
S3 118-137 118-225 119-126
S4 117-272 118-040 119-075
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-217 122-065 120-048
R3 121-189 121-037 119-273
R2 120-161 120-161 119-241
R1 120-009 120-009 119-209 120-085
PP 119-133 119-133 119-133 119-171
S1 118-301 118-301 119-145 119-057
S2 118-105 118-105 119-113
S3 117-077 117-273 119-081
S4 116-049 116-245 118-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-285 118-250 1-035 0.9% 0-147 0.4% 70% True False 646,553
10 119-285 118-040 1-245 1.5% 0-126 0.3% 81% True False 447,548
20 119-285 117-150 2-135 2.0% 0-123 0.3% 86% True False 232,189
40 119-285 115-000 4-285 4.1% 0-069 0.2% 93% True False 116,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-111
2.618 121-129
1.618 120-264
1.000 120-150
0.618 120-079
HIGH 119-285
0.618 119-214
0.500 119-192
0.382 119-171
LOW 119-100
0.618 118-306
1.000 118-235
1.618 118-121
2.618 117-256
4.250 116-274
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 119-192 119-165
PP 119-187 119-153
S1 119-182 119-141

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

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