ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 116-170 117-000 0-150 0.4% 116-150
High 116-220 117-000 0-100 0.3% 116-150
Low 116-170 117-000 0-150 0.4% 116-070
Close 116-220 117-040 0-140 0.4% 116-070
Range 0-050 0-000 -0-050 -100.0% 0-080
ATR 0-056 0-059 0-003 5.7% 0-000
Volume 242 708 466 192.6% 76
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 117-013 117-027 117-040
R3 117-013 117-027 117-040
R2 117-013 117-013 117-040
R1 117-027 117-027 117-040 117-020
PP 117-013 117-013 117-013 117-010
S1 117-027 117-027 117-040 117-020
S2 117-013 117-013 117-040
S3 117-013 117-027 117-040
S4 117-013 117-027 117-040
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
5 117-000 116-070 0-250 0.7% 0-014 0.0% 116% True False 404
10 117-000 115-200 1-120 1.2% 0-013 0.0% 109% True False 213
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 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-000
2.618 117-000
1.618 117-000
1.000 117-000
0.618 117-000
HIGH 117-000
0.618 117-000
0.500 117-000
0.382 117-000
LOW 117-000
0.618 117-000
1.000 117-000
1.618 117-000
2.618 117-000
4.250 117-000
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 117-027 117-000
PP 117-013 116-280
S1 117-000 116-240

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

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