ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	118-090	118-010	-0-080	-0.2%	117-290
High	118-140	118-060	-0-080	-0.2%	118-100
Low	118-000	117-220	-0-100	-0.3%	117-150
Close	118-020	118-060	0-040	0.1%	118-010
Range	0-140	0-160	0-020	14.3%	0-270
ATR	0-086	0-091	0-005	6.1%	0-000
Volume	29,281	51,458	22,177	75.7%	43,878

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-167	119-113	118-148
R3	119-007	118-273	118-104
R2	118-167	118-167	118-089
R1	118-113	118-113	118-075	118-140
PP	118-007	118-007	118-007	118-020
S1	117-273	117-273	118-045	117-300
S2	117-167	117-167	118-031
S3	117-007	117-113	118-016
S4	116-167	116-273	117-292

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	117-220	0-250	0.7%	0-134	0.4%	64%	False	True	26,774
10	118-150	117-150	1-000	0.8%	0-120	0.3%	72%	False	False	16,830
20	118-150	116-070	2-080	1.9%	0-068	0.2%	88%	False	False	9,272

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-100
2.618	119-159
1.618	118-319
1.000	118-220
0.618	118-159
HIGH	118-060
0.618	117-319
0.500	117-300
0.382	117-281
LOW	117-220
0.618	117-121
1.000	117-060
1.618	116-281
2.618	116-121
4.250	115-180

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	118-033	118-048
PP	118-007	118-037
S1	117-300	118-025

Download as Excel Spreadsheet

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

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