ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 13-May-2011

Day Change Summary
	Previous	Current
	12-May-2011	13-May-2011	Change	Change %	Previous Week
Open	117-300	117-290	-0-010	0.0%	117-290
High	118-010	118-100	0-090	0.2%	118-100
Low	117-230	117-240	0-010	0.0%	117-150
Close	117-260	118-010	0-070	0.2%	118-010
Range	0-100	0-180	0-080	80.0%	0-270
ATR	0-072	0-080	0-008	10.7%	0-000
Volume	11,191	13,902	2,711	24.2%	43,878

Daily Pivots for day following 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-230	119-140	118-109
R3	119-050	118-280	118-060
R2	118-190	118-190	118-043
R1	118-100	118-100	118-026	118-145
PP	118-010	118-010	118-010	118-032
S1	117-240	117-240	117-314	117-285
S2	117-150	117-150	117-297
S3	116-290	117-060	117-280
S4	116-110	116-200	117-231

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-150	120-030	118-158
R3	119-200	119-080	118-084
R2	118-250	118-250	118-060
R1	118-130	118-130	118-035	118-190
PP	117-300	117-300	117-300	118-010
S1	117-180	117-180	117-305	117-240
S2	117-030	117-030	117-280
S3	116-080	116-230	117-256
S4	115-130	115-280	117-182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-100	117-150	0-270	0.7%	0-118	0.3%	67%	True	False	8,775
10	118-100	117-030	1-070	1.0%	0-079	0.2%	77%	True	False	6,083
20	118-100	116-030	2-070	1.9%	0-046	0.1%	87%	True	False	3,278

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	0-010
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	120-225
2.618	119-251
1.618	119-071
1.000	118-280
0.618	118-211
HIGH	118-100
0.618	118-031
0.500	118-010
0.382	117-309
LOW	117-240
0.618	117-129
1.000	117-060
1.618	116-269
2.618	116-089
4.250	115-115

Fisher Pivots for day following 13-May-2011
Pivot	1 day	3 day
R1	118-010	117-315
PP	118-010	117-300
S1	118-010	117-285

Download as Excel Spreadsheet

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

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