ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 27-Apr-2011

Day Change Summary
	Previous	Current
	26-Apr-2011	27-Apr-2011	Change	Change %	Previous Week
Open	116-160	116-170	0-010	0.0%	116-150
High	116-180	116-220	0-040	0.1%	116-150
Low	116-160	116-170	0-010	0.0%	116-070
Close	116-240	116-220	-0-020	-0.1%	116-070
Range	0-020	0-050	0-030	150.0%	0-080
ATR	0-054	0-056	0-001	2.0%	0-000
Volume	48	242	194	404.2%	76

Daily Pivots for day following 27-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-033	117-017	116-248
R3	116-303	116-287	116-234
R2	116-253	116-253	116-229
R1	116-237	116-237	116-225	116-245
PP	116-203	116-203	116-203	116-208
S1	116-187	116-187	116-215	116-195
S2	116-153	116-153	116-211
S3	116-103	116-137	116-206
S4	116-053	116-087	116-192

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	116-220	116-070	0-150	0.4%	0-026	0.1%	100%	True	False	264
10	116-220	115-200	1-020	0.9%	0-013	0.0%	100%	True	False	145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-112
2.618	117-031
1.618	116-301
1.000	116-270
0.618	116-251
HIGH	116-220
0.618	116-201
0.500	116-195
0.382	116-189
LOW	116-170
0.618	116-139
1.000	116-120
1.618	116-089
2.618	116-039
4.250	115-278

Fisher Pivots for day following 27-Apr-2011
Pivot	1 day	3 day
R1	116-212	116-210
PP	116-203	116-200
S1	116-195	116-190

Download as Excel Spreadsheet

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

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