ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 119-195 119-205 0-010 0.0% 119-040
High 119-217 119-270 0-053 0.1% 119-285
Low 119-137 119-130 -0-007 0.0% 118-257
Close 119-197 119-217 0-020 0.1% 119-177
Range 0-080 0-140 0-060 75.0% 1-028
ATR 0-111 0-113 0-002 1.9% 0-000
Volume 453,532 557,723 104,191 23.0% 2,571,059
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 120-306 120-241 119-294
R3 120-166 120-101 119-256
R2 120-026 120-026 119-243
R1 119-281 119-281 119-230 119-314
PP 119-206 119-206 119-206 119-222
S1 119-141 119-141 119-204 119-174
S2 119-066 119-066 119-191
S3 118-246 119-001 119-178
S4 118-106 118-181 119-140
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
5 119-285 118-317 0-288 0.8% 0-144 0.4% 76% False False 622,091
10 119-285 118-070 1-215 1.4% 0-130 0.3% 87% False False 536,025
20 119-285 117-150 2-135 2.0% 0-126 0.3% 91% False False 282,421
40 119-285 115-060 4-225 3.9% 0-072 0.2% 95% False False 141,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-225
2.618 120-317
1.618 120-177
1.000 120-090
0.618 120-037
HIGH 119-270
0.618 119-217
0.500 119-200
0.382 119-183
LOW 119-130
0.618 119-043
1.000 118-310
1.618 118-223
2.618 118-083
4.250 117-175
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 119-211 119-209
PP 119-206 119-201
S1 119-200 119-192

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

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