ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 120-002 119-310 -0-012 0.0% 119-265
High 120-077 120-015 -0-062 -0.2% 120-135
Low 119-272 119-257 -0-015 0.0% 119-065
Close 119-305 119-292 -0-013 0.0% 120-007
Range 0-125 0-078 -0-047 -37.6% 1-070
ATR 0-137 0-133 -0-004 -3.1% 0-000
Volume 499,950 570,323 70,373 14.1% 3,643,461
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 120-209 120-168 120-015
R3 120-131 120-090 119-313
R2 120-053 120-053 119-306
R1 120-012 120-012 119-299 119-314
PP 119-295 119-295 119-295 119-285
S1 119-254 119-254 119-285 119-236
S2 119-217 119-217 119-278
S3 119-139 119-176 119-271
S4 119-061 119-098 119-249
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
5 120-135 119-072 1-063 1.0% 0-151 0.4% 57% False False 675,696
10 120-135 119-065 1-070 1.0% 0-153 0.4% 58% False False 672,768
20 120-135 118-070 2-065 1.8% 0-141 0.4% 77% False False 604,396
40 120-135 116-160 3-295 3.3% 0-109 0.3% 87% False False 309,971
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 0-026
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 121-026
2.618 120-219
1.618 120-141
1.000 120-093
0.618 120-063
HIGH 120-015
0.618 119-305
0.500 119-296
0.382 119-287
LOW 119-257
0.618 119-209
1.000 119-179
1.618 119-131
2.618 119-053
4.250 118-246
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 119-296 120-001
PP 119-295 119-311
S1 119-293 119-302

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

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