ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 119-077 119-292 0-215 0.6% 119-195
High 120-000 120-135 0-135 0.4% 120-055
Low 119-072 119-262 0-190 0.5% 119-130
Close 119-292 120-040 0-068 0.2% 119-260
Range 0-248 0-193 -0-055 -22.2% 0-245
ATR 0-135 0-139 0-004 3.1% 0-000
Volume 920,413 887,791 -32,622 -3.5% 3,025,202
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-298 121-202 120-146
R3 121-105 121-009 120-093
R2 120-232 120-232 120-075
R1 120-136 120-136 120-058 120-184
PP 120-039 120-039 120-039 120-063
S1 119-263 119-263 120-022 119-311
S2 119-166 119-166 120-005
S3 118-293 119-070 119-307
S4 118-100 118-197 119-254
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
5 120-135 119-065 1-070 1.0% 0-178 0.5% 76% True False 733,814
10 120-135 119-065 1-070 1.0% 0-162 0.4% 76% True False 684,727
20 120-135 117-220 2-235 2.3% 0-143 0.4% 89% True False 534,779
40 120-135 116-070 4-065 3.5% 0-103 0.3% 93% True False 270,740
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-315
2.618 122-000
1.618 121-127
1.000 121-008
0.618 120-254
HIGH 120-135
0.618 120-061
0.500 120-038
0.382 120-016
LOW 119-262
0.618 119-143
1.000 119-069
1.618 118-270
2.618 118-077
4.250 117-082
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 120-040 120-007
PP 120-039 119-293
S1 120-038 119-260

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

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