ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 119-292 120-000 0-028 0.1% 119-265
High 120-135 120-035 -0-100 -0.3% 120-135
Low 119-262 119-245 -0-017 0.0% 119-065
Close 120-040 120-007 -0-033 -0.1% 120-007
Range 0-193 0-110 -0-083 -43.0% 1-070
ATR 0-139 0-138 -0-002 -1.2% 0-000
Volume 887,791 500,007 -387,784 -43.7% 3,643,461
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120-319 120-273 120-068
R3 120-209 120-163 120-037
R2 120-099 120-099 120-027
R1 120-053 120-053 120-017 120-076
PP 119-309 119-309 119-309 120-000
S1 119-263 119-263 119-317 119-286
S2 119-199 119-199 119-307
S3 119-089 119-153 119-297
S4 118-299 119-043 119-266
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-172 123-000 120-222
R3 122-102 121-250 120-114
R2 121-032 121-032 120-078
R1 120-180 120-180 120-043 120-266
PP 119-282 119-282 119-282 120-006
S1 119-110 119-110 119-291 119-196
S2 118-212 118-212 119-256
S3 117-142 118-040 119-220
S4 116-072 116-290 119-112
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% 0-177 0.5% 67% False False 728,692
10 120-135 119-065 1-070 1.0% 0-155 0.4% 67% False False 666,866
20 120-135 118-040 2-095 1.9% 0-140 0.4% 83% False False 557,207
40 120-135 116-070 4-065 3.5% 0-104 0.3% 90% False False 283,239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-027
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-182
2.618 121-003
1.618 120-213
1.000 120-145
0.618 120-103
HIGH 120-035
0.618 119-313
0.500 119-300
0.382 119-287
LOW 119-245
0.618 119-177
1.000 119-135
1.618 119-067
2.618 118-277
4.250 118-098
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 119-318 119-306
PP 119-309 119-285
S1 119-300 119-264

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

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