ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 25-May-2011

Day Change Summary
	Previous	Current
	24-May-2011	25-May-2011	Change	Change %	Previous Week
Open	118-120	118-140	0-020	0.1%	118-020
High	118-150	118-200	0-050	0.1%	118-150
Low	118-070	118-130	0-060	0.2%	117-220
Close	118-130	118-180	0-050	0.1%	118-100
Range	0-080	0-070	-0-010	-12.5%	0-250
ATR	0-091	0-090	-0-002	-1.7%	0-000
Volume	158,799	404,148	245,349	154.5%	157,647

Daily Pivots for day following 25-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-060	119-030	118-218
R3	118-310	118-280	118-199
R2	118-240	118-240	118-193
R1	118-210	118-210	118-186	118-225
PP	118-170	118-170	118-170	118-178
S1	118-140	118-140	118-174	118-155
S2	118-100	118-100	118-167
S3	118-030	118-070	118-161
S4	117-280	118-000	118-142

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%	0-098	0.3%	90%	False	False	148,178
10	118-210	117-220	0-310	0.8%	0-110	0.3%	90%	False	False	83,449
20	118-210	117-000	1-210	1.4%	0-080	0.2%	94%	False	False	43,678

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	119-178
2.618	119-063
1.618	118-313
1.000	118-270
0.618	118-243
HIGH	118-200
0.618	118-173
0.500	118-165
0.382	118-157
LOW	118-130
0.618	118-087
1.000	118-060
1.618	118-017
2.618	117-267
4.250	117-152

Fisher Pivots for day following 25-May-2011
Pivot	1 day	3 day
R1	118-175	118-167
PP	118-170	118-153
S1	118-165	118-140

Download as Excel Spreadsheet

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

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