ECBOT 5 Year T-Note Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 120-025 120-062 0-037 0.1% 119-167
High 120-075 120-110 0-035 0.1% 120-075
Low 119-300 119-300 0-000 0.0% 119-117
Close 120-042 120-090 0-048 0.1% 120-042
Range 0-095 0-130 0-035 36.8% 0-278
ATR 0-123 0-123 0-001 0.4% 0-000
Volume 705,261 765,609 60,348 8.6% 4,382,462
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 121-130 121-080 120-162
R3 121-000 120-270 120-126
R2 120-190 120-190 120-114
R1 120-140 120-140 120-102 120-165
PP 120-060 120-060 120-060 120-072
S1 120-010 120-010 120-078 120-035
S2 119-250 119-250 120-066
S3 119-120 119-200 120-054
S4 118-310 119-070 120-018
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
5 120-110 119-117 0-313 0.8% 0-110 0.3% 94% True False 904,491
10 120-110 118-275 1-155 1.2% 0-115 0.3% 96% True False 789,930
20 120-110 118-127 1-303 1.6% 0-121 0.3% 97% True False 702,800
40 120-110 116-065 4-045 3.4% 0-126 0.3% 98% True False 616,882
60 120-110 116-047 4-063 3.5% 0-142 0.4% 99% True False 627,904
80 120-110 115-040 5-070 4.3% 0-143 0.4% 99% True False 538,642
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-022
2.618 121-130
1.618 121-000
1.000 120-240
0.618 120-190
HIGH 120-110
0.618 120-060
0.500 120-045
0.382 120-030
LOW 119-300
0.618 119-220
1.000 119-170
1.618 119-090
2.618 118-280
4.250 118-068
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 120-075 120-055
PP 120-060 120-021
S1 120-045 119-306

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

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