ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	120-220	120-147	-0-073	-0.2%	120-062
High	120-240	120-310	0-070	0.2%	120-310
Low	120-130	120-145	0-015	0.0%	119-300
Close	120-142	120-212	0-070	0.2%	120-212
Range	0-110	0-165	0-055	50.0%	1-010
ATR	0-127	0-130	0-003	2.3%	0-000
Volume	95,761	59,010	-36,751	-38.4%	1,041,834

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-077	121-310	120-303
R3	121-232	121-145	120-257
R2	121-067	121-067	120-242
R1	120-300	120-300	120-227	121-024
PP	120-222	120-222	120-222	120-244
S1	120-135	120-135	120-197	120-178
S2	120-057	120-057	120-182
S3	119-212	119-290	120-167
S4	119-047	119-125	120-121

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-197	123-055	121-074
R3	122-187	122-045	120-303
R2	121-177	121-177	120-272
R1	121-035	121-035	120-242	121-106
PP	120-167	120-167	120-167	120-203
S1	120-025	120-025	120-182	120-096
S2	119-157	119-157	120-152
S3	118-147	119-015	120-121
S4	117-137	118-005	120-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-310	119-300	1-010	0.9%	0-138	0.4%	70%	True	False	349,419
10	120-310	119-100	1-210	1.4%	0-119	0.3%	82%	True	False	601,361
20	120-310	118-175	2-135	2.0%	0-129	0.3%	87%	True	False	623,887
40	120-310	116-065	4-245	3.9%	0-127	0.3%	94%	True	False	582,932
60	120-310	116-047	4-263	4.0%	0-142	0.4%	94%	True	False	605,257
80	120-310	115-040	5-270	4.8%	0-144	0.4%	95%	True	False	541,774
100	120-310	115-040	5-270	4.8%	0-128	0.3%	95%	True	False	433,893

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-051
2.618	122-102
1.618	121-257
1.000	121-155
0.618	121-092
HIGH	120-310
0.618	120-247
0.500	120-228
0.382	120-208
LOW	120-145
0.618	120-043
1.000	119-300
1.618	119-198
2.618	119-033
4.250	118-084

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	120-228	120-201
PP	120-222	120-190
S1	120-217	120-178

Download as Excel Spreadsheet

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

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