ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	121-040	120-267	-0-093	-0.2%	120-227
High	121-075	121-015	-0-060	-0.2%	121-080
Low	120-227	120-267	0-040	0.1%	120-167
Close	120-250	120-287	0-037	0.1%	120-287
Range	0-168	0-068	-0-100	-59.5%	0-233
ATR	0-131	0-127	-0-003	-2.5%	0-000
Volume	13,746	12,106	-1,640	-11.9%	113,130

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-180	121-142	121-004
R3	121-112	121-074	120-306
R2	121-044	121-044	120-299
R1	121-006	121-006	120-293	121-025
PP	120-296	120-296	120-296	120-306
S1	120-258	120-258	120-281	120-277
S2	120-228	120-228	120-275
S3	120-160	120-190	120-268
S4	120-092	120-122	120-250

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-024	122-228	121-095
R3	122-111	121-315	121-031
R2	121-198	121-198	121-010
R1	121-082	121-082	120-308	121-140
PP	120-285	120-285	120-285	120-314
S1	120-169	120-169	120-266	120-227
S2	120-052	120-052	120-244
S3	119-139	119-256	120-223
S4	118-226	119-023	120-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-080	120-167	0-233	0.6%	0-115	0.3%	52%	False	False	22,626
10	121-080	119-300	1-100	1.1%	0-127	0.3%	73%	False	False	186,022
20	121-080	118-275	2-125	2.0%	0-122	0.3%	85%	False	False	470,405
40	121-080	116-272	4-128	3.6%	0-124	0.3%	92%	False	False	522,598
60	121-080	116-047	5-033	4.2%	0-132	0.3%	93%	False	False	537,779
80	121-080	115-110	5-290	4.9%	0-143	0.4%	94%	False	False	542,374
100	121-080	115-040	6-040	5.1%	0-131	0.3%	94%	False	False	435,023

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	121-304
2.618	121-193
1.618	121-125
1.000	121-083
0.618	121-057
HIGH	121-015
0.618	120-309
0.500	120-301
0.382	120-293
LOW	120-267
0.618	120-225
1.000	120-199
1.618	120-157
2.618	120-089
4.250	119-298

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	120-301	120-314
PP	120-296	120-305
S1	120-292	120-296

Download as Excel Spreadsheet

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

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