ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 25-May-2011

Day Change Summary
	Previous	Current
	24-May-2011	25-May-2011	Change	Change %	Previous Week
Open	119-175	119-190	0-015	0.0%	119-080
High	119-200	119-242	0-042	0.1%	119-210
Low	119-117	119-177	0-060	0.2%	118-275
Close	119-182	119-222	0-040	0.1%	119-155
Range	0-083	0-065	-0-018	-21.7%	0-255
ATR	0-125	0-121	-0-004	-3.4%	0-000
Volume	812,343	1,016,566	204,223	25.1%	3,161,187

Daily Pivots for day following 25-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-089	120-060	119-258
R3	120-024	119-315	119-240
R2	119-279	119-279	119-234
R1	119-250	119-250	119-228	119-264
PP	119-214	119-214	119-214	119-221
S1	119-185	119-185	119-216	119-200
S2	119-149	119-149	119-210
S3	119-084	119-120	119-204
S4	119-019	119-055	119-186

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%	0-097	0.3%	87%	False	False	771,851
10	119-262	118-275	0-307	0.8%	0-113	0.3%	87%	False	False	694,909
20	119-262	118-005	1-257	1.5%	0-118	0.3%	93%	False	False	645,241
40	119-262	116-047	3-215	3.1%	0-127	0.3%	97%	False	False	596,408
60	119-262	115-285	3-297	3.3%	0-146	0.4%	97%	False	False	624,018
80	119-262	115-040	4-222	3.9%	0-140	0.4%	97%	False	False	505,094

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	0-029
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	120-198
2.618	120-092
1.618	120-027
1.000	119-307
0.618	119-282
HIGH	119-242
0.618	119-217
0.500	119-210
0.382	119-202
LOW	119-177
0.618	119-137
1.000	119-112
1.618	119-072
2.618	119-007
4.250	118-221

Fisher Pivots for day following 25-May-2011
Pivot	1 day	3 day
R1	119-218	119-211
PP	119-214	119-200
S1	119-210	119-190

Download as Excel Spreadsheet

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

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