ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 119-250 120-035 0-105 0.3% 119-040
High 120-055 120-055 0-000 0.0% 119-285
Low 119-225 119-197 -0-028 -0.1% 118-257
Close 120-012 119-220 -0-112 -0.3% 119-177
Range 0-150 0-178 0-028 18.7% 1-028
ATR 0-116 0-120 0-004 3.8% 0-000
Volume 712,693 775,635 62,942 8.8% 2,571,059
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-158 121-047 119-318
R3 120-300 120-189 119-269
R2 120-122 120-122 119-253
R1 120-011 120-011 119-236 119-298
PP 119-264 119-264 119-264 119-247
S1 119-153 119-153 119-204 119-120
S2 119-086 119-086 119-187
S3 118-228 118-295 119-171
S4 118-050 118-117 119-122
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
5 120-055 119-100 0-275 0.7% 0-147 0.4% 44% True False 635,640
10 120-055 118-130 1-245 1.5% 0-147 0.4% 73% True False 628,563
20 120-055 117-220 2-155 2.1% 0-129 0.3% 81% True False 356,006
40 120-055 115-200 4-175 3.8% 0-080 0.2% 89% True False 179,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-172
2.618 121-201
1.618 121-023
1.000 120-233
0.618 120-165
HIGH 120-055
0.618 119-307
0.500 119-286
0.382 119-265
LOW 119-197
0.618 119-087
1.000 119-019
1.618 118-229
2.618 118-051
4.250 117-080
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 119-286 119-252
PP 119-264 119-242
S1 119-242 119-231

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

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