ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	119-062	119-105	0-043	0.1%	119-080
High	119-120	119-172	0-052	0.1%	119-210
Low	118-275	119-100	0-145	0.4%	118-275
Close	119-117	119-155	0-038	0.1%	119-155
Range	0-165	0-072	-0-093	-56.4%	0-255
ATR	0-135	0-130	-0-004	-3.3%	0-000
Volume	815,417	589,315	-226,102	-27.7%	3,161,187

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-038	120-009	119-195
R3	119-286	119-257	119-175
R2	119-214	119-214	119-168
R1	119-185	119-185	119-162	119-200
PP	119-142	119-142	119-142	119-150
S1	119-113	119-113	119-148	119-128
S2	119-070	119-070	119-142
S3	118-318	119-041	119-135
S4	118-246	118-289	119-115

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-232	121-128	119-295
R3	120-297	120-193	119-225
R2	120-042	120-042	119-202
R1	119-258	119-258	119-178	119-310
PP	119-107	119-107	119-107	119-132
S1	119-003	119-003	119-132	119-055
S2	118-172	118-172	119-108
S3	117-237	118-068	119-085
S4	116-302	117-133	119-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-210	118-275	0-255	0.7%	0-117	0.3%	78%	False	False	632,237
10	119-210	118-220	0-310	0.8%	0-126	0.3%	82%	False	False	617,108
20	119-210	117-152	2-058	1.8%	0-124	0.3%	92%	False	False	598,164
40	119-210	116-047	3-163	2.9%	0-131	0.3%	95%	False	False	577,980
60	119-210	115-285	3-245	3.2%	0-148	0.4%	95%	False	False	613,642
80	119-210	115-040	4-170	3.8%	0-140	0.4%	96%	False	False	474,478

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	0-033
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	120-158
2.618	120-040
1.618	119-288
1.000	119-244
0.618	119-216
HIGH	119-172
0.618	119-144
0.500	119-136
0.382	119-128
LOW	119-100
0.618	119-056
1.000	119-028
1.618	118-304
2.618	118-232
4.250	118-114

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	119-149	119-128
PP	119-142	119-101
S1	119-136	119-074

Download as Excel Spreadsheet

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

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