ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	119-292	120-000	0-028	0.1%	119-265
High	120-135	120-035	-0-100	-0.3%	120-135
Low	119-262	119-245	-0-017	0.0%	119-065
Close	120-040	120-007	-0-033	-0.1%	120-007
Range	0-193	0-110	-0-083	-43.0%	1-070
ATR	0-139	0-138	-0-002	-1.2%	0-000
Volume	887,791	500,007	-387,784	-43.7%	3,643,461

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-319	120-273	120-068
R3	120-209	120-163	120-037
R2	120-099	120-099	120-027
R1	120-053	120-053	120-017	120-076
PP	119-309	119-309	119-309	120-000
S1	119-263	119-263	119-317	119-286
S2	119-199	119-199	119-307
S3	119-089	119-153	119-297
S4	118-299	119-043	119-266

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	119-065	1-070	1.0%	0-177	0.5%	67%	False	False	728,692
10	120-135	119-065	1-070	1.0%	0-155	0.4%	67%	False	False	666,866
20	120-135	118-040	2-095	1.9%	0-140	0.4%	83%	False	False	557,207
40	120-135	116-070	4-065	3.5%	0-104	0.3%	90%	False	False	283,239

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-027
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	121-182
2.618	121-003
1.618	120-213
1.000	120-145
0.618	120-103
HIGH	120-035
0.618	119-313
0.500	119-300
0.382	119-287
LOW	119-245
0.618	119-177
1.000	119-135
1.618	119-067
2.618	118-277
4.250	118-098

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	119-318	119-306
PP	119-309	119-285
S1	119-300	119-264

Download as Excel Spreadsheet

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

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