ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	118-130	118-120	-0-010	0.0%	118-020
High	118-210	118-150	-0-060	-0.2%	118-150
Low	118-110	118-070	-0-040	-0.1%	117-220
Close	118-120	118-130	0-010	0.0%	118-100
Range	0-100	0-080	-0-020	-20.0%	0-250
ATR	0-092	0-091	-0-001	-0.9%	0-000
Volume	88,807	158,799	69,992	78.8%	157,647

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-037	119-003	118-174
R3	118-277	118-243	118-152
R2	118-197	118-197	118-145
R1	118-163	118-163	118-137	118-180
PP	118-117	118-117	118-117	118-125
S1	118-083	118-083	118-123	118-100
S2	118-037	118-037	118-115
S3	117-277	118-003	118-108
S4	117-197	117-243	118-086

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%	0-112	0.3%	74%	False	False	73,204
10	118-210	117-150	1-060	1.0%	0-120	0.3%	79%	False	False	43,847
20	118-210	116-170	2-040	1.8%	0-080	0.2%	88%	False	False	23,483

Crabel Price Patterns
NR	True
NR4	False
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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-170
2.618	119-039
1.618	118-279
1.000	118-230
0.618	118-199
HIGH	118-150
0.618	118-119
0.500	118-110
0.382	118-101
LOW	118-070
0.618	118-021
1.000	117-310
1.618	117-261
2.618	117-181
4.250	117-050

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	118-123	118-128
PP	118-117	118-127
S1	118-110	118-125

Download as Excel Spreadsheet

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

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