ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 31-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	31-May-2011	Change	Change %	Previous Week
Open	118-310	119-040	0-050	0.1%	118-130
High	119-040	119-065	0-025	0.1%	119-040
Low	118-250	118-257	0-007	0.0%	118-070
Close	119-000	119-045	0-045	0.1%	119-000
Range	0-110	0-128	0-018	16.4%	0-290
ATR	0-098	0-100	0-002	2.2%	0-000
Volume	661,707	471,857	-189,850	-28.7%	1,866,743

Daily Pivots for day following 31-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-080	120-030	119-115
R3	119-272	119-222	119-080
R2	119-144	119-144	119-068
R1	119-094	119-094	119-057	119-119
PP	119-016	119-016	119-016	119-028
S1	118-286	118-286	119-033	118-311
S2	118-208	118-208	119-022
S3	118-080	118-158	119-010
S4	117-272	118-030	118-295

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	119-065	118-070	0-315	0.8%	0-116	0.3%	94%	True	False	449,958
10	119-065	117-220	1-165	1.3%	0-117	0.3%	96%	True	False	247,813
20	119-065	117-080	1-305	1.6%	0-102	0.3%	97%	True	False	127,697

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-289
2.618	120-080
1.618	119-272
1.000	119-193
0.618	119-144
HIGH	119-065
0.618	119-016
0.500	119-001
0.382	118-306
LOW	118-257
0.618	118-178
1.000	118-129
1.618	118-050
2.618	117-242
4.250	117-033

Fisher Pivots for day following 31-May-2011
Pivot	1 day	3 day
R1	119-030	119-009
PP	119-016	118-293
S1	119-001	118-258

Download as Excel Spreadsheet

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

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