ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	120-260	120-147	-0-113	-0.3%	120-227
High	120-260	121-017	0-077	0.2%	121-080
Low	120-105	120-137	0-032	0.1%	120-167
Close	120-120	121-002	0-202	0.5%	120-287
Range	0-155	0-200	0-045	29.0%	0-233
ATR	0-129	0-135	0-006	4.9%	0-000
Volume	6,521	3,902	-2,619	-40.2%	113,130

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-225	122-154	121-112
R3	122-025	121-274	121-057
R2	121-145	121-145	121-039
R1	121-074	121-074	121-020	121-110
PP	120-265	120-265	120-265	120-283
S1	120-194	120-194	120-304	120-230
S2	120-065	120-065	120-285
S3	119-185	119-314	120-267
S4	118-305	119-114	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	121-075	120-105	0-290	0.7%	0-139	0.4%	75%	False	False	9,534
10	121-080	120-105	0-295	0.8%	0-131	0.3%	74%	False	False	28,972
20	121-080	118-275	2-125	2.0%	0-126	0.3%	90%	False	False	381,797
40	121-080	117-120	3-280	3.2%	0-123	0.3%	94%	False	False	472,670
60	121-080	116-047	5-033	4.2%	0-130	0.3%	95%	False	False	506,796
80	121-080	115-285	5-115	4.4%	0-144	0.4%	95%	False	False	540,198
100	121-080	115-040	6-040	5.1%	0-136	0.4%	96%	False	False	435,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 27 trading days

Fibonacci Retracements and Extensions
4.250	123-227
2.618	122-221
1.618	122-021
1.000	121-217
0.618	121-141
HIGH	121-017
0.618	120-261
0.500	120-237
0.382	120-213
LOW	120-137
0.618	120-013
1.000	119-257
1.618	119-133
2.618	118-253
4.250	117-247

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	120-294	120-288
PP	120-265	120-255
S1	120-237	120-221

Download as Excel Spreadsheet

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

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