ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	118-140	118-180	0-040	0.1%	118-020
High	118-200	119-000	0-120	0.3%	118-150
Low	118-130	118-130	0-000	0.0%	117-220
Close	118-180	118-310	0-130	0.3%	118-100
Range	0-070	0-190	0-120	171.4%	0-250
ATR	0-090	0-097	0-007	8.0%	0-000
Volume	404,148	553,282	149,134	36.9%	157,647

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-183	120-117	119-094
R3	119-313	119-247	119-042
R2	119-123	119-123	119-025
R1	119-057	119-057	119-007	119-090
PP	118-253	118-253	118-253	118-270
S1	118-187	118-187	118-293	118-220
S2	118-063	118-063	118-275
S3	117-193	117-317	118-258
S4	117-003	117-127	118-206

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	119-000	118-040	0-280	0.7%	0-104	0.3%	96%	True	False	248,542
10	119-000	117-220	1-100	1.1%	0-119	0.3%	98%	True	False	137,658
20	119-000	117-030	1-290	1.6%	0-090	0.2%	98%	True	False	71,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	121-168
2.618	120-177
1.618	119-307
1.000	119-190
0.618	119-117
HIGH	119-000
0.618	118-247
0.500	118-225
0.382	118-203
LOW	118-130
0.618	118-013
1.000	117-260
1.618	117-143
2.618	116-273
4.250	115-282

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	118-282	118-272
PP	118-253	118-233
S1	118-225	118-195

Download as Excel Spreadsheet

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

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