ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	120-060	120-220	0-160	0.4%	119-167
High	120-237	120-240	0-003	0.0%	120-075
Low	120-047	120-130	0-083	0.2%	119-117
Close	120-210	120-142	-0-068	-0.2%	120-042
Range	0-190	0-110	-0-080	-42.1%	0-278
ATR	0-128	0-127	-0-001	-1.0%	0-000
Volume	121,454	95,761	-25,693	-21.2%	4,382,462

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-181	121-111	120-202
R3	121-071	121-001	120-172
R2	120-281	120-281	120-162
R1	120-211	120-211	120-152	120-191
PP	120-171	120-171	120-171	120-160
S1	120-101	120-101	120-132	120-081
S2	120-061	120-061	120-122
S3	119-271	119-311	120-112
S4	119-161	119-201	120-082

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	120-240	119-182	1-058	1.0%	0-140	0.4%	74%	True	False	582,152
10	120-240	118-275	1-285	1.6%	0-119	0.3%	84%	True	False	677,001
20	120-240	118-175	2-065	1.8%	0-127	0.3%	86%	True	False	658,249
40	120-240	116-065	4-175	3.8%	0-126	0.3%	93%	True	False	594,822
60	120-240	116-047	4-193	3.8%	0-143	0.4%	93%	True	False	613,477
80	120-240	115-040	5-200	4.7%	0-144	0.4%	95%	True	False	541,101
100	120-240	115-040	5-200	4.7%	0-126	0.3%	95%	True	False	433,303

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-068
2.618	121-208
1.618	121-098
1.000	121-030
0.618	120-308
HIGH	120-240
0.618	120-198
0.500	120-185
0.382	120-172
LOW	120-130
0.618	120-062
1.000	120-020
1.618	119-272
2.618	119-162
4.250	118-302

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	120-185	120-131
PP	120-171	120-121
S1	120-156	120-110

Download as Excel Spreadsheet

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

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