ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	118-040	118-130	0-090	0.2%	118-020
High	118-120	118-210	0-090	0.2%	118-150
Low	118-040	118-110	0-070	0.2%	117-220
Close	118-100	118-120	0-020	0.1%	118-100
Range	0-080	0-100	0-020	25.0%	0-250
ATR	0-091	0-092	0-001	1.5%	0-000
Volume	37,678	88,807	51,129	135.7%	157,647

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-127	119-063	118-175
R3	119-027	118-283	118-148
R2	118-247	118-247	118-138
R1	118-183	118-183	118-129	118-165
PP	118-147	118-147	118-147	118-138
S1	118-083	118-083	118-111	118-065
S2	118-047	118-047	118-102
S3	117-267	117-303	118-092
S4	117-167	117-203	118-065

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	118-210	117-220	0-310	0.8%	0-118	0.3%	71%	True	False	45,668
10	118-210	117-150	1-060	1.0%	0-122	0.3%	76%	True	False	28,817
20	118-210	116-160	2-050	1.8%	0-076	0.2%	87%	True	False	15,545

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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-315
2.618	119-152
1.618	119-052
1.000	118-310
0.618	118-272
HIGH	118-210
0.618	118-172
0.500	118-160
0.382	118-148
LOW	118-110
0.618	118-048
1.000	118-010
1.618	117-268
2.618	117-168
4.250	117-005

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	118-160	118-098
PP	118-147	118-077
S1	118-133	118-055

Download as Excel Spreadsheet

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

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