ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 119-310 119-300 -0-010 0.0% 119-265
High 120-015 120-080 0-065 0.2% 120-135
Low 119-257 119-277 0-020 0.1% 119-065
Close 119-292 119-305 0-013 0.0% 120-007
Range 0-078 0-123 0-045 57.7% 1-070
ATR 0-133 0-132 -0-001 -0.5% 0-000
Volume 570,323 541,897 -28,426 -5.0% 3,643,461
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-056 120-304 120-053
R3 120-253 120-181 120-019
R2 120-130 120-130 120-008
R1 120-058 120-058 119-316 120-094
PP 120-007 120-007 120-007 120-026
S1 119-255 119-255 119-294 119-291
S2 119-204 119-204 119-282
S3 119-081 119-132 119-271
S4 118-278 119-009 119-237
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
5 120-135 119-245 0-210 0.5% 0-126 0.3% 29% False False 599,993
10 120-135 119-065 1-070 1.0% 0-150 0.4% 62% False False 655,688
20 120-135 118-130 2-005 1.7% 0-143 0.4% 77% False False 623,551
40 120-135 116-170 3-285 3.2% 0-111 0.3% 88% False False 323,517
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-283
2.618 121-082
1.618 120-279
1.000 120-203
0.618 120-156
HIGH 120-080
0.618 120-033
0.500 120-018
0.382 120-004
LOW 119-277
0.618 119-201
1.000 119-154
1.618 119-078
2.618 118-275
4.250 118-074
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 120-018 120-008
PP 120-007 120-001
S1 119-316 119-313

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

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