ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 20-Apr-2011

Day Change Summary
	Previous	Current
	19-Apr-2011	20-Apr-2011	Change	Change %	Previous Week
Open	116-150	116-150	0-000	0.0%	115-060
High	116-150	116-150	0-000	0.0%	116-030
Low	116-150	116-090	-0-060	-0.2%	115-060
Close	116-150	116-060	-0-090	-0.2%	116-030
Range	0-000	0-060	0-060		0-290
ATR
Volume	18	12	-6	-33.3%	3,183

Daily Pivots for day following 20-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-280	116-230	116-093
R3	116-220	116-170	116-076
R2	116-160	116-160	116-071
R1	116-110	116-110	116-066	116-105
PP	116-100	116-100	116-100	116-098
S1	116-050	116-050	116-054	116-045
S2	116-040	116-040	116-049
S3	115-300	115-310	116-044
S4	115-240	115-250	116-027

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-163	118-067	116-190
R3	117-193	117-097	116-110
R2	116-223	116-223	116-083
R1	116-127	116-127	116-057	116-175
PP	115-253	115-253	115-253	115-278
S1	115-157	115-157	116-003	115-205
S2	114-283	114-283	115-297
S3	113-313	114-187	115-270
S4	113-023	113-217	115-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-150	115-200	0-270	0.7%	0-012	0.0%	67%	True	False	22
10	116-150	115-000	1-150	1.3%	0-016	0.0%	81%	True	False	325

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	0-000
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	117-085
2.618	116-307
1.618	116-247
1.000	116-210
0.618	116-187
HIGH	116-150
0.618	116-127
0.500	116-120
0.382	116-113
LOW	116-090
0.618	116-053
1.000	116-030
1.618	115-313
2.618	115-253
4.250	115-155

Fisher Pivots for day following 20-Apr-2011
Pivot	1 day	3 day
R1	116-120	116-120
PP	116-100	116-100
S1	116-080	116-080

Download as Excel Spreadsheet

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

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