ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	120-147	120-315	0-168	0.4%	120-227
High	121-017	121-145	0-128	0.3%	121-080
Low	120-137	120-310	0-173	0.4%	120-167
Close	121-002	121-065	0-063	0.2%	120-287
Range	0-200	0-155	-0-045	-22.5%	0-233
ATR	0-135	0-136	0-001	1.1%	0-000
Volume	3,902	1,552	-2,350	-60.2%	113,130

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-212	122-133	121-150
R3	122-057	121-298	121-108
R2	121-222	121-222	121-093
R1	121-143	121-143	121-079	121-182
PP	121-067	121-067	121-067	121-086
S1	120-308	120-308	121-051	121-028
S2	120-232	120-232	121-037
S3	120-077	120-153	121-022
S4	119-242	119-318	120-300

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	121-145	120-105	1-040	0.9%	0-137	0.4%	78%	True	False	7,095
10	121-145	120-105	1-040	0.9%	0-136	0.3%	78%	True	False	19,551
20	121-145	118-275	2-190	2.1%	0-127	0.3%	90%	True	False	348,276
40	121-145	117-120	4-025	3.4%	0-124	0.3%	94%	True	False	460,301
60	121-145	116-047	5-098	4.4%	0-131	0.3%	95%	True	False	497,391
80	121-145	115-285	5-180	4.6%	0-143	0.4%	96%	True	False	539,431
100	121-145	115-040	6-105	5.2%	0-137	0.4%	96%	True	False	435,221

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-164
2.618	122-231
1.618	122-076
1.000	121-300
0.618	121-241
HIGH	121-145
0.618	121-086
0.500	121-068
0.382	121-049
LOW	120-310
0.618	120-214
1.000	120-155
1.618	120-059
2.618	119-224
4.250	118-291

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	121-068	121-032
PP	121-067	120-318
S1	121-066	120-285

Download as Excel Spreadsheet

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

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