ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 119-300 119-317 0-017 0.0% 119-265
High 120-080 120-182 0-102 0.3% 120-135
Low 119-277 119-315 0-038 0.1% 119-065
Close 119-305 120-140 0-155 0.4% 120-007
Range 0-123 0-187 0-064 52.0% 1-070
ATR 0-132 0-136 0-005 3.5% 0-000
Volume 541,897 806,292 264,395 48.8% 3,643,461
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-027 121-270 120-243
R3 121-160 121-083 120-191
R2 120-293 120-293 120-174
R1 120-216 120-216 120-157 120-254
PP 120-106 120-106 120-106 120-125
S1 120-029 120-029 120-123 120-068
S2 119-239 119-239 120-106
S3 119-052 119-162 120-089
S4 118-185 118-295 120-037
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
5 120-182 119-245 0-257 0.7% 0-125 0.3% 84% True False 583,693
10 120-182 119-065 1-117 1.1% 0-151 0.4% 90% True False 658,754
20 120-182 118-130 2-052 1.8% 0-149 0.4% 94% True False 643,658
40 120-182 117-000 3-182 3.0% 0-115 0.3% 96% True False 343,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-017
2.618 122-032
1.618 121-165
1.000 121-049
0.618 120-298
HIGH 120-182
0.618 120-111
0.500 120-088
0.382 120-066
LOW 119-315
0.618 119-199
1.000 119-128
1.618 119-012
2.618 118-145
4.250 117-160
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 120-123 120-113
PP 120-106 120-086
S1 120-088 120-060

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

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