ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 120-125 120-262 0-137 0.4% 120-002
High 120-277 120-307 0-030 0.1% 120-277
Low 120-090 120-130 0-040 0.1% 119-257
Close 120-242 120-155 -0-087 -0.2% 120-242
Range 0-187 0-177 -0-010 -5.3% 1-020
ATR 0-140 0-143 0-003 1.9% 0-000
Volume 491,939 621,229 129,290 26.3% 2,910,401
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-088 121-299 120-252
R3 121-231 121-122 120-204
R2 121-054 121-054 120-187
R1 120-265 120-265 120-171 120-231
PP 120-197 120-197 120-197 120-180
S1 120-088 120-088 120-139 120-054
S2 120-020 120-020 120-123
S3 119-163 119-231 120-106
S4 118-306 119-054 120-058
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-212 123-087 121-109
R3 122-192 122-067 121-016
R2 121-172 121-172 120-304
R1 121-047 121-047 120-273 121-110
PP 120-152 120-152 120-152 120-183
S1 120-027 120-027 120-211 120-090
S2 119-132 119-132 120-180
S3 118-112 119-007 120-148
S4 117-092 117-307 120-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-307 119-257 1-050 1.0% 0-150 0.4% 59% True False 606,336
10 120-307 119-065 1-242 1.5% 0-162 0.4% 73% True False 659,723
20 120-307 118-257 2-050 1.8% 0-152 0.4% 78% True False 638,567
40 120-307 117-030 3-277 3.2% 0-124 0.3% 88% True False 371,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 123-099
2.618 122-130
1.618 121-273
1.000 121-164
0.618 121-096
HIGH 120-307
0.618 120-239
0.500 120-218
0.382 120-198
LOW 120-130
0.618 120-021
1.000 119-273
1.618 119-164
2.618 118-307
4.250 118-018
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 120-218 120-154
PP 120-197 120-152
S1 120-176 120-151

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

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