ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	118-010	118-040	0-030	0.1%	118-020
High	118-060	118-120	0-060	0.2%	118-150
Low	117-220	118-040	0-140	0.4%	117-220
Close	118-060	118-100	0-040	0.1%	118-100
Range	0-160	0-080	-0-080	-50.0%	0-250
ATR	0-091	0-091	-0-001	-0.9%	0-000
Volume	51,458	37,678	-13,780	-26.8%	157,647

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-007	118-293	118-144
R3	118-247	118-213	118-122
R2	118-167	118-167	118-115
R1	118-133	118-133	118-107	118-150
PP	118-087	118-087	118-087	118-095
S1	118-053	118-053	118-093	118-070
S2	118-007	118-007	118-085
S3	117-247	117-293	118-078
S4	117-167	117-213	118-056

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-160	120-060	118-238
R3	119-230	119-130	118-169
R2	118-300	118-300	118-146
R1	118-200	118-200	118-123	118-250
PP	118-050	118-050	118-050	118-075
S1	117-270	117-270	118-077	118-000
S2	117-120	117-120	118-054
S3	116-190	117-020	118-031
S4	115-260	116-090	117-282

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%	0-114	0.3%	80%	False	False	31,529
10	118-150	117-150	1-000	0.8%	0-116	0.3%	84%	False	False	20,152
20	118-150	116-160	1-310	1.7%	0-072	0.2%	92%	False	False	11,155

Crabel Price Patterns
NR	True
NR4	True
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	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-140
2.618	119-009
1.618	118-249
1.000	118-200
0.618	118-169
HIGH	118-120
0.618	118-089
0.500	118-080
0.382	118-071
LOW	118-040
0.618	117-311
1.000	117-280
1.618	117-231
2.618	117-151
4.250	117-020

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	118-093	118-073
PP	118-087	118-047
S1	118-080	118-020

Download as Excel Spreadsheet

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

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