ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 119-190 119-225 0-035 0.1% 119-080
High 119-242 120-037 0-115 0.3% 119-210
Low 119-177 119-182 0-005 0.0% 118-275
Close 119-222 120-030 0-128 0.3% 119-155
Range 0-065 0-175 0-110 169.2% 0-255
ATR 0-121 0-125 0-004 3.2% 0-000
Volume 1,016,566 1,222,678 206,112 20.3% 3,161,187
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 121-181 121-121 120-126
R3 121-006 120-266 120-078
R2 120-151 120-151 120-062
R1 120-091 120-091 120-046 120-121
PP 119-296 119-296 119-296 119-312
S1 119-236 119-236 120-014 119-266
S2 119-121 119-121 119-318
S3 118-266 119-061 119-302
S4 118-091 118-206 119-254
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
5 120-037 119-100 0-257 0.7% 0-099 0.3% 97% True False 853,303
10 120-037 118-275 1-082 1.0% 0-118 0.3% 98% True False 754,789
20 120-037 118-077 1-280 1.6% 0-120 0.3% 99% True False 671,948
40 120-037 116-047 3-310 3.3% 0-129 0.3% 99% True False 615,941
60 120-037 115-285 4-072 3.5% 0-147 0.4% 99% True False 632,282
80 120-037 115-040 4-317 4.2% 0-143 0.4% 100% True False 520,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-141
2.618 121-175
1.618 121-000
1.000 120-212
0.618 120-145
HIGH 120-037
0.618 119-290
0.500 119-270
0.382 119-249
LOW 119-182
0.618 119-074
1.000 119-007
1.618 118-219
2.618 118-044
4.250 117-078
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 120-003 119-312
PP 119-296 119-275
S1 119-270 119-237

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

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