ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 117-150 117-190 0-040 0.1% 116-160
High 117-150 117-230 0-080 0.2% 117-070
Low 117-150 117-180 0-030 0.1% 116-160
Close 117-140 117-220 0-080 0.2% 117-070
Range 0-000 0-050 0-050 0-230
ATR 0-052 0-055 0-003 5.2% 0-000
Volume 926 7,638 6,712 724.8% 4,628
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 118-040 118-020 117-248
R3 117-310 117-290 117-234
R2 117-260 117-260 117-229
R1 117-240 117-240 117-225 117-250
PP 117-210 117-210 117-210 117-215
S1 117-190 117-190 117-215 117-200
S2 117-160 117-160 117-211
S3 117-110 117-140 117-206
S4 117-060 117-090 117-192
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
5 117-230 117-030 0-200 0.5% 0-016 0.0% 95% True False 3,025
10 117-230 116-070 1-160 1.3% 0-015 0.0% 98% True False 1,714
20 117-230 115-000 2-230 2.3% 0-016 0.0% 99% True False 1,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-122
2.618 118-041
1.618 117-311
1.000 117-280
0.618 117-261
HIGH 117-230
0.618 117-211
0.500 117-205
0.382 117-199
LOW 117-180
0.618 117-149
1.000 117-130
1.618 117-099
2.618 117-049
4.250 116-288
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 117-215 117-198
PP 117-210 117-177
S1 117-205 117-155

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

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