ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	119-040	119-022	-0-018	0.0%	118-130
High	119-065	119-200	0-135	0.4%	119-040
Low	118-257	118-317	0-060	0.2%	118-070
Close	119-045	119-170	0-125	0.3%	119-000
Range	0-128	0-203	0-075	58.6%	0-290
ATR	0-100	0-107	0-007	7.4%	0-000
Volume	471,857	723,644	251,787	53.4%	1,866,743

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-091	121-014	119-282
R3	120-208	120-131	119-226
R2	120-005	120-005	119-207
R1	119-248	119-248	119-189	119-286
PP	119-122	119-122	119-122	119-142
S1	119-045	119-045	119-151	119-084
S2	118-239	118-239	119-133
S3	118-036	118-162	119-114
S4	117-153	117-279	119-058

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	119-200	118-130	1-070	1.0%	0-140	0.4%	92%	True	False	562,927
10	119-200	117-220	1-300	1.6%	0-126	0.3%	95%	True	False	318,066
20	119-200	117-150	2-050	1.8%	0-111	0.3%	96%	True	False	163,839

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	0-031
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	122-103
2.618	121-091
1.618	120-208
1.000	120-083
0.618	120-005
HIGH	119-200
0.618	119-122
0.500	119-098
0.382	119-075
LOW	118-317
0.618	118-192
1.000	118-114
1.618	117-309
2.618	117-106
4.250	116-094

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	119-146	119-135
PP	119-122	119-100
S1	119-098	119-065

Download as Excel Spreadsheet

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

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