ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	119-022	119-195	0-173	0.5%	118-130
High	119-200	119-200	0-000	0.0%	119-040
Low	118-317	119-090	0-093	0.2%	118-070
Close	119-170	119-102	-0-068	-0.2%	119-000
Range	0-203	0-110	-0-093	-45.8%	0-290
ATR	0-107	0-107	0-000	0.2%	0-000
Volume	723,644	696,939	-26,705	-3.7%	1,866,743

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-141	120-071	119-162
R3	120-031	119-281	119-132
R2	119-241	119-241	119-122
R1	119-171	119-171	119-112	119-151
PP	119-131	119-131	119-131	119-120
S1	119-061	119-061	119-092	119-041
S2	119-021	119-021	119-082
S3	118-231	118-271	119-072
S4	118-121	118-161	119-042

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%	0-148	0.4%	75%	True	False	621,485
10	119-200	117-220	1-300	1.6%	0-123	0.3%	84%	True	False	384,831
20	119-200	117-150	2-050	1.8%	0-116	0.3%	86%	True	False	198,640
40	119-200	115-000	4-200	3.9%	0-065	0.2%	93%	True	False	99,663

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-028
2.618	120-168
1.618	120-058
1.000	119-310
0.618	119-268
HIGH	119-200
0.618	119-158
0.500	119-145
0.382	119-132
LOW	119-090
0.618	119-022
1.000	118-300
1.618	118-232
2.618	118-122
4.250	117-262

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	119-145	119-091
PP	119-131	119-080
S1	119-116	119-068

Download as Excel Spreadsheet

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

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