ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 119-205 119-250 0-045 0.1% 119-040
High 119-270 120-055 0-105 0.3% 119-285
Low 119-130 119-225 0-095 0.2% 118-257
Close 119-217 120-012 0-115 0.3% 119-177
Range 0-140 0-150 0-010 7.1% 1-028
ATR 0-113 0-116 0-003 2.9% 0-000
Volume 557,723 712,693 154,970 27.8% 2,571,059
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-121 121-056 120-094
R3 120-291 120-226 120-053
R2 120-141 120-141 120-040
R1 120-076 120-076 120-026 120-108
PP 119-311 119-311 119-311 120-007
S1 119-246 119-246 119-318 119-278
S2 119-161 119-161 119-304
S3 119-011 119-096 119-291
S4 118-181 118-266 119-250
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
5 120-055 119-090 0-285 0.7% 0-133 0.3% 85% True False 619,901
10 120-055 118-130 1-245 1.5% 0-137 0.4% 92% True False 591,414
20 120-055 117-150 2-225 2.3% 0-128 0.3% 95% True False 317,631
40 120-055 115-150 4-225 3.9% 0-076 0.2% 97% True False 159,664
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 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-052
2.618 121-128
1.618 120-298
1.000 120-205
0.618 120-148
HIGH 120-055
0.618 119-318
0.500 119-300
0.382 119-282
LOW 119-225
0.618 119-132
1.000 119-075
1.618 118-302
2.618 118-152
4.250 117-228
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 120-001 119-306
PP 119-311 119-279
S1 119-300 119-252

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

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