ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	117-110	117-150	0-040	0.1%	116-160
High	117-110	117-150	0-040	0.1%	117-070
Low	117-080	117-150	0-070	0.2%	116-160
Close	117-120	117-140	0-020	0.1%	117-070
Range	0-030	0-000	-0-030	-100.0%	0-230
ATR	0-054	0-052	-0-002	-3.2%	0-000
Volume	807	926	119	14.7%	4,628

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-147	117-143	117-140
R3	117-147	117-143	117-140
R2	117-147	117-147	117-140
R1	117-143	117-143	117-140	117-145
PP	117-147	117-147	117-147	117-148
S1	117-143	117-143	117-140	117-145
S2	117-147	117-147	117-140
S3	117-147	117-143	117-140
S4	117-147	117-143	117-140

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	117-150	117-000	0-150	0.4%	0-006	0.0%	93%	True	False	1,639
10	117-150	116-070	1-080	1.1%	0-016	0.0%	98%	True	False	952
20	117-150	115-000	2-150	2.1%	0-013	0.0%	99%	True	False	686

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 2 trading days

Fibonacci Retracements and Extensions
4.250	117-150
2.618	117-150
1.618	117-150
1.000	117-150
0.618	117-150
HIGH	117-150
0.618	117-150
0.500	117-150
0.382	117-150
LOW	117-150
0.618	117-150
1.000	117-150
1.618	117-150
2.618	117-150
4.250	117-150

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	117-150	117-123
PP	117-147	117-107
S1	117-143	117-090

Download as Excel Spreadsheet

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

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