ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	120-227	120-240	0-013	0.0%	120-062
High	120-250	120-295	0-045	0.1%	120-310
Low	120-175	120-167	-0-008	0.0%	119-300
Close	120-235	120-250	0-015	0.0%	120-212
Range	0-075	0-128	0-053	70.7%	1-010
ATR	0-126	0-126	0-000	0.1%	0-000
Volume	35,031	33,308	-1,723	-4.9%	1,041,834

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-301	121-244	121-000
R3	121-173	121-116	120-285
R2	121-045	121-045	120-273
R1	120-308	120-308	120-262	121-016
PP	120-237	120-237	120-237	120-252
S1	120-180	120-180	120-238	120-208
S2	120-109	120-109	120-227
S3	119-301	120-052	120-215
S4	119-173	119-244	120-180

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	120-047	0-263	0.7%	0-134	0.3%	77%	False	False	68,912
10	120-310	119-117	1-193	1.3%	0-122	0.3%	88%	False	False	486,702
20	120-310	118-220	2-090	1.9%	0-124	0.3%	92%	False	False	558,119
40	120-310	116-080	4-230	3.9%	0-126	0.3%	96%	False	False	560,323
60	120-310	116-047	4-263	4.0%	0-140	0.4%	96%	False	False	582,973
80	120-310	115-060	5-250	4.8%	0-143	0.4%	97%	False	False	542,424
100	120-310	115-040	5-270	4.8%	0-129	0.3%	97%	False	False	434,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-199
2.618	121-310
1.618	121-182
1.000	121-103
0.618	121-054
HIGH	120-295
0.618	120-246
0.500	120-231
0.382	120-216
LOW	120-167
0.618	120-088
1.000	120-039
1.618	119-280
2.618	119-152
4.250	118-263

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	120-244	120-242
PP	120-237	120-235
S1	120-231	120-228

Download as Excel Spreadsheet

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

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