ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 12-May-2011

Day Change Summary
	Previous	Current
	11-May-2011	12-May-2011	Change	Change %	Previous Week
Open	117-160	117-300	0-140	0.4%	117-030
High	118-000	118-010	0-010	0.0%	117-310
Low	117-150	117-230	0-080	0.2%	117-030
Close	117-310	117-260	-0-050	-0.1%	117-280
Range	0-170	0-100	-0-070	-41.2%	0-280
ATR	0-070	0-072	0-002	3.1%	0-000
Volume	8,130	11,191	3,061	37.7%	16,959

Daily Pivots for day following 12-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-253	118-197	117-315
R3	118-153	118-097	117-288
R2	118-053	118-053	117-278
R1	117-317	117-317	117-269	117-295
PP	117-273	117-273	117-273	117-262
S1	117-217	117-217	117-251	117-195
S2	117-173	117-173	117-242
S3	117-073	117-117	117-232
S4	116-293	117-017	117-205

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%	0-106	0.3%	61%	True	False	6,886
10	118-010	117-030	0-300	0.8%	0-061	0.2%	77%	True	False	4,956
20	118-010	115-200	2-130	2.0%	0-037	0.1%	91%	True	False	2,584

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	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-115
2.618	118-272
1.618	118-172
1.000	118-110
0.618	118-072
HIGH	118-010
0.618	117-292
0.500	117-280
0.382	117-268
LOW	117-230
0.618	117-168
1.000	117-130
1.618	117-068
2.618	116-288
4.250	116-125

Fisher Pivots for day following 12-May-2011
Pivot	1 day	3 day
R1	117-280	117-253
PP	117-273	117-247
S1	117-267	117-240

Download as Excel Spreadsheet

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

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