ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	120-267	120-300	0-033	0.1%	120-227
High	121-015	121-002	-0-013	0.0%	121-080
Low	120-267	120-217	-0-050	-0.1%	120-167
Close	120-287	120-270	-0-017	0.0%	120-287
Range	0-068	0-105	0-037	54.4%	0-233
ATR	0-127	0-126	-0-002	-1.3%	0-000
Volume	12,106	11,397	-709	-5.9%	113,130

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-265	121-212	121-008
R3	121-160	121-107	120-299
R2	121-055	121-055	120-289
R1	121-002	121-002	120-280	120-296
PP	120-270	120-270	120-270	120-256
S1	120-217	120-217	120-260	120-191
S2	120-165	120-165	120-251
S3	120-060	120-112	120-241
S4	119-275	120-007	120-212

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%	0-121	0.3%	44%	False	False	17,899
10	121-080	119-300	1-100	1.1%	0-128	0.3%	69%	False	False	116,636
20	121-080	118-275	2-125	2.0%	0-119	0.3%	83%	False	False	435,500
40	121-080	116-272	4-128	3.6%	0-123	0.3%	91%	False	False	505,908
60	121-080	116-047	5-033	4.2%	0-130	0.3%	92%	False	False	526,823
80	121-080	115-180	5-220	4.7%	0-143	0.4%	93%	False	False	541,961
100	121-080	115-040	6-040	5.1%	0-132	0.3%	93%	False	False	435,137

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-128
2.618	121-277
1.618	121-172
1.000	121-107
0.618	121-067
HIGH	121-002
0.618	120-282
0.500	120-270
0.382	120-257
LOW	120-217
0.618	120-152
1.000	120-112
1.618	120-047
2.618	119-262
4.250	119-091

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	120-270	120-306
PP	120-270	120-294
S1	120-270	120-282

Download as Excel Spreadsheet

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

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