ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	118-180	118-310	0-130	0.3%	118-130
High	119-000	119-040	0-040	0.1%	119-040
Low	118-130	118-250	0-120	0.3%	118-070
Close	118-310	119-000	0-010	0.0%	119-000
Range	0-190	0-110	-0-080	-42.1%	0-290
ATR	0-097	0-098	0-001	1.0%	0-000
Volume	553,282	661,707	108,425	19.6%	1,866,743

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-000	119-270	119-060
R3	119-210	119-160	119-030
R2	119-100	119-100	119-020
R1	119-050	119-050	119-010	119-075
PP	118-310	118-310	118-310	119-002
S1	118-260	118-260	118-310	118-285
S2	118-200	118-200	118-300
S3	118-090	118-150	118-290
S4	117-300	118-040	118-260

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-160	121-050	119-160
R3	120-190	120-080	119-080
R2	119-220	119-220	119-053
R1	119-110	119-110	119-027	119-165
PP	118-250	118-250	118-250	118-278
S1	118-140	118-140	118-293	118-195
S2	117-280	117-280	118-267
S3	116-310	117-170	118-240
S4	116-020	116-200	118-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-040	118-070	0-290	0.8%	0-110	0.3%	86%	True	False	373,348
10	119-040	117-220	1-140	1.2%	0-112	0.3%	91%	True	False	202,439
20	119-040	117-030	2-010	1.7%	0-096	0.3%	94%	True	False	104,261

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-188
2.618	120-008
1.618	119-218
1.000	119-150
0.618	119-108
HIGH	119-040
0.618	118-318
0.500	118-305
0.382	118-292
LOW	118-250
0.618	118-182
1.000	118-140
1.618	118-072
2.618	117-282
4.250	117-102

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	118-315	118-295
PP	118-310	118-270
S1	118-305	118-245

Download as Excel Spreadsheet

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

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