ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 13-Apr-2011

Day Change Summary
	Previous	Current
	12-Apr-2011	13-Apr-2011	Change	Change %	Previous Week
Open	116-117	116-305	0-188	0.5%	116-212
High	117-015	117-050	0-035	0.1%	117-017
Low	116-115	116-237	0-122	0.3%	116-065
Close	116-305	117-042	0-057	0.2%	116-145
Range	0-220	0-133	-0-087	-39.5%	0-272
ATR	0-155	0-153	-0-002	-1.0%	0-000
Volume	659,337	549,727	-109,610	-16.6%	2,606,934

Daily Pivots for day following 13-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-082	118-035	117-115
R3	117-269	117-222	117-079
R2	117-136	117-136	117-066
R1	117-089	117-089	117-054	117-112
PP	117-003	117-003	117-003	117-015
S1	116-276	116-276	117-030	116-300
S2	116-190	116-190	117-018
S3	116-057	116-143	117-005
S4	115-244	116-010	116-289

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-038	118-204	116-295
R3	118-086	117-252	116-220
R2	117-134	117-134	116-195
R1	116-300	116-300	116-170	116-241
PP	116-182	116-182	116-182	116-153
S1	116-028	116-028	116-120	115-289
S2	115-230	115-230	116-095
S3	114-278	115-076	116-070
S4	114-006	114-124	115-315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-050	116-065	0-305	0.8%	0-143	0.4%	97%	True	False	505,298
10	117-050	116-047	1-003	0.9%	0-145	0.4%	98%	True	False	559,393
20	118-237	116-047	2-190	2.2%	0-148	0.4%	38%	False	False	568,139
40	118-250	115-110	3-140	2.9%	0-162	0.4%	52%	False	False	562,150
60	118-250	115-040	3-210	3.1%	0-136	0.4%	55%	False	False	376,639

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	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-295
2.618	118-078
1.618	117-265
1.000	117-183
0.618	117-132
HIGH	117-050
0.618	116-319
0.500	116-304
0.382	116-288
LOW	116-237
0.618	116-155
1.000	116-104
1.618	116-022
2.618	115-209
4.250	114-312

Fisher Pivots for day following 13-Apr-2011
Pivot	1 day	3 day
R1	117-022	116-316
PP	117-003	116-271
S1	116-304	116-225

Download as Excel Spreadsheet

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

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