ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 116-070 116-160 0-090 0.2% 116-150
High 116-070 116-160 0-090 0.2% 116-150
Low 116-070 116-160 0-090 0.2% 116-070
Close 116-070 116-160 0-090 0.2% 116-070
Range
ATR 0-000 0-057 0-057 0-000
Volume 19 1,003 984 5,178.9% 76
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 116-160 116-160 116-160
R3 116-160 116-160 116-160
R2 116-160 116-160 116-160
R1 116-160 116-160 116-160 116-160
PP 116-160 116-160 116-160 116-160
S1 116-160 116-160 116-160 116-160
S2 116-160 116-160 116-160
S3 116-160 116-160 116-160
S4 116-160 116-160 116-160
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 117-017 116-283 116-114
R3 116-257 116-203 116-092
R2 116-177 116-177 116-085
R1 116-123 116-123 116-077 116-110
PP 116-097 116-097 116-097 116-090
S1 116-043 116-043 116-063 116-030
S2 116-017 116-017 116-055
S3 115-257 115-283 116-048
S4 115-177 115-203 116-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-160 116-070 0-090 0.2% 0-012 0.0% 100% True False 215
10 116-160 115-060 1-100 1.1% 0-006 0.0% 100% True False 426
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 116-160
2.618 116-160
1.618 116-160
1.000 116-160
0.618 116-160
HIGH 116-160
0.618 116-160
0.500 116-160
0.382 116-160
LOW 116-160
0.618 116-160
1.000 116-160
1.618 116-160
2.618 116-160
4.250 116-160
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 116-160 116-145
PP 116-160 116-130
S1 116-160 116-115

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

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