ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 18-May-2011

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	119-135	119-162	0-027	0.1%	118-312
High	119-210	119-192	-0-018	0.0%	119-152
Low	119-087	119-052	-0-035	-0.1%	118-220
Close	119-165	119-080	-0-085	-0.2%	119-062
Range	0-123	0-140	0-017	13.8%	0-252
ATR	0-132	0-132	0-001	0.4%	0-000
Volume	674,536	671,965	-2,571	-0.4%	3,009,897

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-208	120-124	119-157
R3	120-068	119-304	119-118
R2	119-248	119-248	119-106
R1	119-164	119-164	119-093	119-136
PP	119-108	119-108	119-108	119-094
S1	119-024	119-024	119-067	118-316
S2	118-288	118-288	119-054
S3	118-148	118-204	119-042
S4	118-008	118-064	119-003

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-154	121-040	119-201
R3	120-222	120-108	119-131
R2	119-290	119-290	119-108
R1	119-176	119-176	119-085	119-233
PP	119-038	119-038	119-038	119-066
S1	118-244	118-244	119-039	118-301
S2	118-106	118-106	119-016
S3	117-174	117-312	118-313
S4	116-242	117-060	118-243

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-210	118-287	0-243	0.6%	0-128	0.3%	47%	False	False	617,967
10	119-210	118-175	1-035	0.9%	0-135	0.4%	63%	False	False	639,497
20	119-210	117-120	2-090	1.9%	0-121	0.3%	82%	False	False	572,325
40	119-210	116-047	3-163	2.9%	0-132	0.3%	88%	False	False	571,948
60	119-210	115-285	3-245	3.2%	0-148	0.4%	89%	False	False	603,149
80	119-210	115-040	4-170	3.8%	0-140	0.4%	91%	False	False	456,957

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-147
2.618	120-239
1.618	120-099
1.000	120-012
0.618	119-279
HIGH	119-192
0.618	119-139
0.500	119-122
0.382	119-105
LOW	119-052
0.618	118-285
1.000	118-232
1.618	118-145
2.618	118-005
4.250	117-097

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	119-122	119-131
PP	119-108	119-114
S1	119-094	119-097

Download as Excel Spreadsheet

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

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