ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 120-035 119-220 -0-135 -0.4% 119-195
High 120-055 119-317 -0-058 -0.2% 120-055
Low 119-197 119-205 0-008 0.0% 119-130
Close 119-220 119-260 0-040 0.1% 119-260
Range 0-178 0-112 -0-066 -37.1% 0-245
ATR 0-120 0-120 -0-001 -0.5% 0-000
Volume 775,635 525,619 -250,016 -32.2% 3,025,202
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 120-277 120-220 120-002
R3 120-165 120-108 119-291
R2 120-053 120-053 119-281
R1 119-316 119-316 119-270 120-024
PP 119-261 119-261 119-261 119-275
S1 119-204 119-204 119-250 119-232
S2 119-149 119-149 119-239
S3 119-037 119-092 119-229
S4 118-245 118-300 119-198
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-030 121-230 120-075
R3 121-105 120-305 120-007
R2 120-180 120-180 119-305
R1 120-060 120-060 119-282 120-120
PP 119-255 119-255 119-255 119-285
S1 119-135 119-135 119-238 119-195
S2 119-010 119-010 119-215
S3 118-085 118-210 119-193
S4 117-160 117-285 119-125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-055 119-130 0-245 0.6% 0-132 0.3% 53% False False 605,040
10 120-055 118-250 1-125 1.2% 0-140 0.4% 74% False False 625,796
20 120-055 117-220 2-155 2.1% 0-129 0.3% 86% False False 381,727
40 120-055 115-200 4-175 3.8% 0-083 0.2% 92% False False 192,156
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-153
2.618 120-290
1.618 120-178
1.000 120-109
0.618 120-066
HIGH 119-317
0.618 119-274
0.500 119-261
0.382 119-248
LOW 119-205
0.618 119-136
1.000 119-093
1.618 119-024
2.618 118-232
4.250 118-049
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 119-261 119-286
PP 119-261 119-277
S1 119-260 119-269

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

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