ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 120-145 119-257 -0-208 -0.5% 120-002
High 120-180 119-265 -0-235 -0.6% 120-277
Low 119-205 119-097 -0-108 -0.3% 119-257
Close 119-230 119-160 -0-070 -0.2% 120-242
Range 0-295 0-168 -0-127 -43.1% 1-020
ATR 0-154 0-155 0-001 0.7% 0-000
Volume 802,242 801,876 -366 0.0% 2,910,401
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-038 120-267 119-252
R3 120-190 120-099 119-206
R2 120-022 120-022 119-191
R1 119-251 119-251 119-175 119-212
PP 119-174 119-174 119-174 119-155
S1 119-083 119-083 119-145 119-044
S2 119-006 119-006 119-129
S3 118-158 118-235 119-114
S4 117-310 118-067 119-068
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
5 120-307 119-097 1-210 1.4% 0-203 0.5% 12% False True 704,715
10 120-307 119-097 1-210 1.4% 0-164 0.4% 12% False True 652,354
20 120-307 119-065 1-242 1.5% 0-159 0.4% 17% False False 658,998
40 120-307 117-150 3-157 2.9% 0-135 0.4% 58% False False 411,419
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-019
2.618 121-065
1.618 120-217
1.000 120-113
0.618 120-049
HIGH 119-265
0.618 119-201
0.500 119-181
0.382 119-161
LOW 119-097
0.618 118-313
1.000 118-249
1.618 118-145
2.618 117-297
4.250 117-023
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 119-181 120-042
PP 119-174 119-295
S1 119-167 119-227

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

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