ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	119-105	119-167	0-062	0.2%	119-080
High	119-172	119-262	0-090	0.2%	119-210
Low	119-100	119-160	0-060	0.2%	118-275
Close	119-155	119-172	0-017	0.0%	119-155
Range	0-072	0-102	0-030	41.7%	0-255
ATR	0-130	0-129	-0-002	-1.3%	0-000
Volume	589,315	625,614	36,299	6.2%	3,161,187

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-184	120-120	119-228
R3	120-082	120-018	119-200
R2	119-300	119-300	119-191
R1	119-236	119-236	119-181	119-268
PP	119-198	119-198	119-198	119-214
S1	119-134	119-134	119-163	119-166
S2	119-096	119-096	119-153
S3	118-314	119-032	119-144
S4	118-212	118-250	119-116

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	119-262	118-275	0-307	0.8%	0-120	0.3%	71%	True	False	675,369
10	119-262	118-220	1-042	0.9%	0-125	0.3%	75%	True	False	629,536
20	119-262	117-190	2-072	1.9%	0-124	0.3%	87%	True	False	607,586
40	119-262	116-047	3-215	3.1%	0-130	0.3%	92%	True	False	577,608
60	119-262	115-285	3-297	3.3%	0-148	0.4%	93%	True	False	614,125
80	119-262	115-040	4-222	3.9%	0-140	0.4%	94%	True	False	482,279

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-056
2.618	120-209
1.618	120-107
1.000	120-044
0.618	120-005
HIGH	119-262
0.618	119-223
0.500	119-211
0.382	119-199
LOW	119-160
0.618	119-097
1.000	119-058
1.618	118-315
2.618	118-213
4.250	118-046

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	119-211	119-151
PP	119-198	119-130
S1	119-185	119-108

Download as Excel Spreadsheet

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

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