ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 119-220 119-265 0-045 0.1% 119-195
High 119-317 119-310 -0-007 0.0% 120-055
Low 119-205 119-172 -0-033 -0.1% 119-130
Close 119-260 119-240 -0-020 -0.1% 119-260
Range 0-112 0-138 0-026 23.2% 0-245
ATR 0-120 0-121 0-001 1.1% 0-000
Volume 525,619 577,860 52,241 9.9% 3,025,202
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-015 120-265 119-316
R3 120-197 120-127 119-278
R2 120-059 120-059 119-265
R1 119-309 119-309 119-253 119-275
PP 119-241 119-241 119-241 119-224
S1 119-171 119-171 119-227 119-137
S2 119-103 119-103 119-215
S3 118-285 119-033 119-202
S4 118-147 118-215 119-164
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% 0-144 0.4% 45% False False 629,906
10 120-055 118-257 1-118 1.1% 0-142 0.4% 69% False False 617,412
20 120-055 117-220 2-155 2.1% 0-127 0.3% 83% False False 409,925
40 120-055 116-030 4-025 3.4% 0-087 0.2% 90% False False 206,601
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-256
2.618 121-031
1.618 120-213
1.000 120-128
0.618 120-075
HIGH 119-310
0.618 119-257
0.500 119-241
0.382 119-225
LOW 119-172
0.618 119-087
1.000 119-034
1.618 118-269
2.618 118-131
4.250 117-226
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 119-241 119-274
PP 119-241 119-262
S1 119-240 119-251

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

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