ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 120-262 120-145 -0-117 -0.3% 120-002
High 120-307 120-180 -0-127 -0.3% 120-277
Low 120-130 119-205 -0-245 -0.6% 119-257
Close 120-155 119-230 -0-245 -0.6% 120-242
Range 0-177 0-295 0-118 66.7% 1-020
ATR 0-143 0-154 0-011 7.6% 0-000
Volume 621,229 802,242 181,013 29.1% 2,910,401
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-237 122-048 120-072
R3 121-262 121-073 119-311
R2 120-287 120-287 119-284
R1 120-098 120-098 119-257 120-045
PP 119-312 119-312 119-312 119-285
S1 119-123 119-123 119-203 119-070
S2 119-017 119-017 119-176
S3 118-042 118-148 119-149
S4 117-067 117-173 119-068
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
5 120-307 119-205 1-102 1.1% 0-194 0.5% 6% False True 652,719
10 120-307 119-072 1-235 1.4% 0-172 0.4% 28% False False 664,208
20 120-307 118-317 1-310 1.6% 0-161 0.4% 37% False False 655,086
40 120-307 117-080 3-227 3.1% 0-131 0.3% 67% False False 391,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 124-154
2.618 122-312
1.618 122-017
1.000 121-155
0.618 121-042
HIGH 120-180
0.618 120-067
0.500 120-032
0.382 119-318
LOW 119-205
0.618 119-023
1.000 118-230
1.618 118-048
2.618 117-073
4.250 115-231
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 120-032 120-096
PP 119-312 120-034
S1 119-271 119-292

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

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