ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 120-000 120-002 0-002 0.0% 119-265
High 120-035 120-077 0-042 0.1% 120-135
Low 119-245 119-272 0-027 0.1% 119-065
Close 120-007 119-305 -0-022 -0.1% 120-007
Range 0-110 0-125 0-015 13.6% 1-070
ATR 0-138 0-137 -0-001 -0.7% 0-000
Volume 500,007 499,950 -57 0.0% 3,643,461
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-060 120-307 120-054
R3 120-255 120-182 120-019
R2 120-130 120-130 120-008
R1 120-057 120-057 119-316 120-031
PP 120-005 120-005 120-005 119-312
S1 119-252 119-252 119-294 119-226
S2 119-200 119-200 119-282
S3 119-075 119-127 119-271
S4 118-270 119-002 119-236
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% 0-175 0.5% 62% False False 713,110
10 120-135 119-065 1-070 1.0% 0-159 0.4% 62% False False 671,508
20 120-135 118-070 2-065 1.8% 0-142 0.4% 79% False False 580,320
40 120-135 116-160 3-295 3.3% 0-107 0.3% 88% False False 295,738
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-288
2.618 121-084
1.618 120-279
1.000 120-202
0.618 120-154
HIGH 120-077
0.618 120-029
0.500 120-014
0.382 120-000
LOW 119-272
0.618 119-195
1.000 119-147
1.618 119-070
2.618 118-265
4.250 118-061
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 120-014 120-030
PP 120-005 120-015
S1 119-315 120-000

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

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