ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 06-May-2011

Day Change Summary
	Previous	Current
	05-May-2011	06-May-2011	Change	Change %	Previous Week
Open	117-190	117-190	0-000	0.0%	117-030
High	117-230	117-310	0-080	0.2%	117-310
Low	117-180	117-190	0-010	0.0%	117-030
Close	117-220	117-280	0-060	0.2%	117-280
Range	0-050	0-120	0-070	140.0%	0-280
ATR	0-055	0-059	0-005	8.5%	0-000
Volume	7,638	4,458	-3,180	-41.6%	16,959

Daily Pivots for day following 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-300	118-250	118-026
R3	118-180	118-130	117-313
R2	118-060	118-060	117-302
R1	118-010	118-010	117-291	118-035
PP	117-260	117-260	117-260	117-272
S1	117-210	117-210	117-269	117-235
S2	117-140	117-140	117-258
S3	117-020	117-090	117-247
S4	116-220	116-290	117-214

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-087	119-303	118-114
R3	119-127	119-023	118-037
R2	118-167	118-167	118-011
R1	118-063	118-063	117-306	118-115
PP	117-207	117-207	117-207	117-232
S1	117-103	117-103	117-254	117-155
S2	116-247	116-247	117-229
S3	115-287	116-143	117-203
S4	115-007	115-183	117-126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-310	117-030	0-280	0.7%	0-040	0.1%	89%	True	False	3,391
10	117-310	116-160	1-150	1.2%	0-027	0.1%	94%	True	False	2,158
20	117-310	115-050	2-260	2.4%	0-016	0.0%	97%	True	False	1,242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	119-180
2.618	118-304
1.618	118-184
1.000	118-110
0.618	118-064
HIGH	117-310
0.618	117-264
0.500	117-250
0.382	117-236
LOW	117-190
0.618	117-116
1.000	117-070
1.618	116-316
2.618	116-196
4.250	116-000

Fisher Pivots for day following 06-May-2011
Pivot	1 day	3 day
R1	117-270	117-263
PP	117-260	117-247
S1	117-250	117-230

Download as Excel Spreadsheet

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

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