ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 10-May-2011

Day Change Summary
	Previous	Current
	09-May-2011	10-May-2011	Change	Change %	Previous Week
Open	117-290	117-310	0-020	0.1%	117-030
High	118-010	117-310	-0-020	-0.1%	117-310
Low	117-290	117-210	-0-080	-0.2%	117-030
Close	118-000	117-230	-0-090	-0.2%	117-280
Range	0-040	0-100	0-060	150.0%	0-280
ATR	0-059	0-062	0-004	6.2%	0-000
Volume	2,153	8,502	6,349	294.9%	16,959

Daily Pivots for day following 10-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-230	118-170	117-285
R3	118-130	118-070	117-258
R2	118-030	118-030	117-248
R1	117-290	117-290	117-239	117-270
PP	117-250	117-250	117-250	117-240
S1	117-190	117-190	117-221	117-170
S2	117-150	117-150	117-212
S3	117-050	117-090	117-202
S4	116-270	116-310	117-175

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	118-010	117-150	0-180	0.5%	0-062	0.2%	44%	False	False	4,735
10	118-010	116-170	1-160	1.3%	0-039	0.1%	79%	False	False	3,119
20	118-010	115-150	2-180	2.2%	0-024	0.1%	88%	False	False	1,697

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-095
2.618	118-252
1.618	118-152
1.000	118-090
0.618	118-052
HIGH	117-310
0.618	117-272
0.500	117-260
0.382	117-248
LOW	117-210
0.618	117-148
1.000	117-110
1.618	117-048
2.618	116-268
4.250	116-105

Fisher Pivots for day following 10-May-2011
Pivot	1 day	3 day
R1	117-260	117-260
PP	117-250	117-250
S1	117-240	117-240

Download as Excel Spreadsheet

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

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