ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 03-May-2011

Day Change Summary
	Previous	Current
	02-May-2011	03-May-2011	Change	Change %	Previous Week
Open	117-030	117-110	0-080	0.2%	116-160
High	117-030	117-110	0-080	0.2%	117-070
Low	117-030	117-080	0-050	0.1%	116-160
Close	117-090	117-120	0-030	0.1%	117-070
Range	0-000	0-030	0-030		0-230
ATR	0-056	0-054	-0-002	-3.3%	0-000
Volume	3,130	807	-2,323	-74.2%	4,628

Daily Pivots for day following 03-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-193	117-187	117-136
R3	117-163	117-157	117-128
R2	117-133	117-133	117-126
R1	117-127	117-127	117-123	117-130
PP	117-103	117-103	117-103	117-105
S1	117-097	117-097	117-117	117-100
S2	117-073	117-073	117-114
S3	117-043	117-067	117-112
S4	117-013	117-037	117-104

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-043	118-287	117-196
R3	118-133	118-057	117-133
R2	117-223	117-223	117-112
R1	117-147	117-147	117-091	117-185
PP	116-313	116-313	116-313	117-012
S1	116-237	116-237	117-049	116-275
S2	116-083	116-083	117-028
S3	115-173	116-007	117-007
S4	114-263	115-097	116-264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-110	116-170	0-260	0.7%	0-016	0.0%	104%	True	False	1,502
10	117-110	116-070	1-040	1.0%	0-016	0.0%	103%	True	False	861

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	117-238
2.618	117-189
1.618	117-159
1.000	117-140
0.618	117-129
HIGH	117-110
0.618	117-099
0.500	117-095
0.382	117-091
LOW	117-080
0.618	117-061
1.000	117-050
1.618	117-031
2.618	117-001
4.250	116-272

Fisher Pivots for day following 03-May-2011
Pivot	1 day	3 day
R1	117-112	117-103
PP	117-103	117-087
S1	117-095	117-070

Download as Excel Spreadsheet

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

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