ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 118-262 119-042 0-100 0.3% 118-147
High 119-062 119-090 0-028 0.1% 119-055
Low 118-220 118-287 0-067 0.2% 118-097
Close 119-047 119-005 -0-042 -0.1% 119-012
Range 0-162 0-123 -0-039 -24.1% 0-278
ATR 0-134 0-134 -0-001 -0.6% 0-000
Volume 662,619 623,878 -38,741 -5.8% 3,190,232
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 120-070 120-000 119-073
R3 119-267 119-197 119-039
R2 119-144 119-144 119-028
R1 119-074 119-074 119-016 119-048
PP 119-021 119-021 119-021 119-007
S1 118-271 118-271 118-314 118-244
S2 118-218 118-218 118-302
S3 118-095 118-148 118-291
S4 117-292 118-025 118-257
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 121-142 121-035 119-165
R3 120-184 120-077 119-088
R2 119-226 119-226 119-063
R1 119-119 119-119 119-037 119-172
PP 118-268 118-268 118-268 118-295
S1 118-161 118-161 118-307 118-214
S2 117-310 117-310 118-281
S3 117-032 117-203 118-256
S4 116-074 116-245 118-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-090 118-175 0-235 0.6% 0-141 0.4% 64% True False 636,552
10 119-090 118-077 1-013 0.9% 0-122 0.3% 74% True False 589,107
20 119-090 116-272 2-138 2.0% 0-126 0.3% 89% True False 574,791
40 119-090 116-047 3-043 2.6% 0-137 0.4% 92% True False 571,465
60 119-090 115-110 3-300 3.3% 0-150 0.4% 93% True False 566,364
80 119-090 115-040 4-050 3.5% 0-134 0.4% 94% True False 426,177
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 True
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-293
2.618 120-092
1.618 119-289
1.000 119-213
0.618 119-166
HIGH 119-090
0.618 119-043
0.500 119-028
0.382 119-014
LOW 118-287
0.618 118-211
1.000 118-164
1.618 118-088
2.618 117-285
4.250 117-084
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 119-028 119-002
PP 119-021 118-318
S1 119-013 118-315

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

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