ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	119-225	120-025	0-120	0.3%	119-167
High	120-037	120-075	0-038	0.1%	120-075
Low	119-182	119-300	0-118	0.3%	119-117
Close	120-030	120-042	0-012	0.0%	120-042
Range	0-175	0-095	-0-080	-45.7%	0-278
ATR	0-125	0-123	-0-002	-1.7%	0-000
Volume	1,222,678	705,261	-517,417	-42.3%	4,382,462

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-275	120-094
R3	120-222	120-180	120-068
R2	120-127	120-127	120-059
R1	120-085	120-085	120-051	120-106
PP	120-032	120-032	120-032	120-043
S1	119-310	119-310	120-033	120-011
S2	119-257	119-257	120-025
S3	119-162	119-215	120-016
S4	119-067	119-120	119-310

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-165	122-062	120-195
R3	121-207	121-104	120-118
R2	120-249	120-249	120-093
R1	120-146	120-146	120-067	120-198
PP	119-291	119-291	119-291	119-317
S1	119-188	119-188	120-017	119-240
S2	119-013	119-013	119-311
S3	118-055	118-230	119-286
S4	117-097	117-272	119-209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-075	119-117	0-278	0.7%	0-104	0.3%	88%	True	False	876,492
10	120-075	118-275	1-120	1.1%	0-110	0.3%	93%	True	False	754,364
20	120-075	118-097	1-298	1.6%	0-120	0.3%	95%	True	False	687,188
40	120-075	116-047	4-028	3.4%	0-127	0.3%	97%	True	False	617,976
60	120-075	115-285	4-110	3.6%	0-144	0.4%	98%	True	False	629,098
80	120-075	115-040	5-035	4.3%	0-143	0.4%	98%	True	False	529,114

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-159
2.618	121-004
1.618	120-229
1.000	120-170
0.618	120-134
HIGH	120-075
0.618	120-039
0.500	120-028
0.382	120-016
LOW	119-300
0.618	119-241
1.000	119-205
1.618	119-146
2.618	119-051
4.250	118-216

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	120-037	120-017
PP	120-032	119-311
S1	120-028	119-286

Download as Excel Spreadsheet

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

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