ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 17-May-2011

Day Change Summary
	Previous	Current
	16-May-2011	17-May-2011	Change	Change %	Previous Week
Open	118-020	118-090	0-070	0.2%	117-290
High	118-080	118-150	0-070	0.2%	118-100
Low	118-000	118-040	0-040	0.1%	117-150
Close	118-070	118-110	0-040	0.1%	118-010
Range	0-080	0-110	0-030	37.5%	0-270
ATR	0-080	0-082	0-002	2.7%	0-000
Volume	18,112	21,118	3,006	16.6%	43,878

Daily Pivots for day following 17-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-110	119-060	118-170
R3	119-000	118-270	118-140
R2	118-210	118-210	118-130
R1	118-160	118-160	118-120	118-185
PP	118-100	118-100	118-100	118-112
S1	118-050	118-050	118-100	118-075
S2	117-310	117-310	118-090
S3	117-200	117-260	118-080
S4	117-090	117-150	118-050

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	118-150	117-150	1-000	0.8%	0-128	0.3%	88%	True	False	14,490
10	118-150	117-150	1-000	0.8%	0-095	0.3%	88%	True	False	9,613
20	118-150	116-070	2-080	1.9%	0-056	0.1%	94%	True	False	5,237

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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-298
2.618	119-118
1.618	119-008
1.000	118-260
0.618	118-218
HIGH	118-150
0.618	118-108
0.500	118-095
0.382	118-082
LOW	118-040
0.618	117-292
1.000	117-250
1.618	117-182
2.618	117-072
4.250	116-212

Fisher Pivots for day following 17-May-2011
Pivot	1 day	3 day
R1	118-105	118-085
PP	118-100	118-060
S1	118-095	118-035

Download as Excel Spreadsheet

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

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