ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	120-062	120-060	-0-002	0.0%	119-167
High	120-110	120-237	0-127	0.3%	120-075
Low	119-300	120-047	0-067	0.2%	119-117
Close	120-090	120-210	0-120	0.3%	120-042
Range	0-130	0-190	0-060	46.2%	0-278
ATR	0-123	0-128	0-005	3.9%	0-000
Volume	765,609	121,454	-644,155	-84.1%	4,382,462

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-095	122-022	120-314
R3	121-225	121-152	120-262
R2	121-035	121-035	120-245
R1	120-282	120-282	120-227	120-318
PP	120-165	120-165	120-165	120-183
S1	120-092	120-092	120-193	120-128
S2	119-295	119-295	120-175
S3	119-105	119-222	120-158
S4	118-235	119-032	120-106

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	120-237	119-177	1-060	1.0%	0-131	0.3%	93%	True	False	766,313
10	120-237	118-275	1-282	1.6%	0-122	0.3%	96%	True	False	734,622
20	120-237	118-127	2-110	1.9%	0-127	0.3%	96%	True	False	684,869
40	120-237	116-065	4-172	3.8%	0-127	0.3%	98%	True	False	607,460
60	120-237	116-047	4-190	3.8%	0-143	0.4%	98%	True	False	620,881
80	120-237	115-040	5-197	4.7%	0-143	0.4%	98%	True	False	540,064

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	0-029
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	123-084
2.618	122-094
1.618	121-224
1.000	121-107
0.618	121-034
HIGH	120-237
0.618	120-164
0.500	120-142
0.382	120-120
LOW	120-047
0.618	119-250
1.000	119-177
1.618	119-060
2.618	118-190
4.250	117-200

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	120-187	120-176
PP	120-165	120-142
S1	120-142	120-108

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols