ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 14-Jun-2011

Day Change Summary
	Previous	Current
	13-Jun-2011	14-Jun-2011	Change	Change %	Previous Week
Open	120-300	120-260	-0-040	-0.1%	120-227
High	121-002	120-260	-0-062	-0.2%	121-080
Low	120-217	120-105	-0-112	-0.3%	120-167
Close	120-270	120-120	-0-150	-0.4%	120-287
Range	0-105	0-155	0-050	47.6%	0-233
ATR	0-126	0-129	0-003	2.2%	0-000
Volume	11,397	6,521	-4,876	-42.8%	113,130

Daily Pivots for day following 14-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-307	121-208	120-205
R3	121-152	121-053	120-163
R2	120-317	120-317	120-148
R1	120-218	120-218	120-134	120-190
PP	120-162	120-162	120-162	120-148
S1	120-063	120-063	120-106	120-035
S2	120-007	120-007	120-092
S3	119-172	119-228	120-077
S4	119-017	119-073	120-035

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	120-105	0-295	0.8%	0-127	0.3%	5%	False	True	12,541
10	121-080	120-047	1-033	0.9%	0-130	0.3%	21%	False	False	40,727
20	121-080	118-275	2-125	2.0%	0-123	0.3%	63%	False	False	415,328
40	121-080	117-100	3-300	3.3%	0-122	0.3%	78%	False	False	491,280
60	121-080	116-047	5-033	4.2%	0-130	0.3%	83%	False	False	517,505
80	121-080	115-220	5-180	4.6%	0-142	0.4%	84%	False	False	541,159
100	121-080	115-040	6-040	5.1%	0-134	0.3%	86%	False	False	435,179

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	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-279
2.618	122-026
1.618	121-191
1.000	121-095
0.618	121-036
HIGH	120-260
0.618	120-201
0.500	120-182
0.382	120-164
LOW	120-105
0.618	120-009
1.000	119-270
1.618	119-174
2.618	119-019
4.250	118-086

Fisher Pivots for day following 14-Jun-2011
Pivot	1 day	3 day
R1	120-182	120-220
PP	120-162	120-187
S1	120-141	120-153

Download as Excel Spreadsheet

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

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