ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 05-May-2011

Day Change Summary
	Previous	Current
	04-May-2011	05-May-2011	Change	Change %	Previous Week
Open	118-190	118-207	0-017	0.0%	117-170
High	118-242	118-307	0-065	0.2%	118-165
Low	118-127	118-182	0-055	0.1%	117-152
Close	118-205	118-280	0-075	0.2%	118-150
Range	0-115	0-125	0-010	8.7%	1-013
ATR	0-130	0-130	0-000	-0.3%	0-000
Volume	628,155	746,253	118,098	18.8%	2,601,974

Daily Pivots for day following 05-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-311	119-261	119-029
R3	119-186	119-136	118-314
R2	119-061	119-061	118-303
R1	119-011	119-011	118-291	119-036
PP	118-256	118-256	118-256	118-269
S1	118-206	118-206	118-269	118-231
S2	118-131	118-131	118-257
S3	118-006	118-081	118-246
S4	117-201	117-276	118-211

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-088	120-292	119-013
R3	120-075	119-279	118-242
R2	119-062	119-062	118-211
R1	118-266	118-266	118-181	119-004
PP	118-049	118-049	118-049	118-078
S1	117-253	117-253	118-119	117-311
S2	117-036	117-036	118-089
S3	116-023	116-240	118-058
S4	115-010	115-227	117-287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-307	118-077	0-230	0.6%	0-102	0.3%	88%	True	False	541,663
10	118-307	117-120	1-187	1.3%	0-111	0.3%	95%	True	False	531,325
20	118-307	116-065	2-242	2.3%	0-126	0.3%	97%	True	False	541,978
40	118-307	116-047	2-260	2.4%	0-149	0.4%	97%	True	False	595,942
60	118-307	115-040	3-267	3.2%	0-149	0.4%	98%	True	False	514,404
80	118-307	115-040	3-267	3.2%	0-127	0.3%	98%	True	False	386,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-198
2.618	119-314
1.618	119-189
1.000	119-112
0.618	119-064
HIGH	118-307
0.618	118-259
0.500	118-244
0.382	118-230
LOW	118-182
0.618	118-105
1.000	118-057
1.618	117-300
2.618	117-175
4.250	116-291

Fisher Pivots for day following 05-May-2011
Pivot	1 day	3 day
R1	118-268	118-259
PP	118-256	118-238
S1	118-244	118-217

Download as Excel Spreadsheet

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

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