ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	119-195	119-105	-0-090	-0.2%	119-040
High	119-200	119-285	0-085	0.2%	119-285
Low	119-090	119-100	0-010	0.0%	118-257
Close	119-102	119-177	0-075	0.2%	119-177
Range	0-110	0-185	0-075	68.2%	1-028
ATR	0-107	0-113	0-006	5.2%	0-000
Volume	696,939	678,619	-18,320	-2.6%	2,571,059

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-102	121-005	119-279
R3	120-237	120-140	119-228
R2	120-052	120-052	119-211
R1	119-275	119-275	119-194	120-004
PP	119-187	119-187	119-187	119-212
S1	119-090	119-090	119-160	119-138
S2	119-002	119-002	119-143
S3	118-137	118-225	119-126
S4	117-272	118-040	119-075

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-217	122-065	120-048
R3	121-189	121-037	119-273
R2	120-161	120-161	119-241
R1	120-009	120-009	119-209	120-085
PP	119-133	119-133	119-133	119-171
S1	118-301	118-301	119-145	119-057
S2	118-105	118-105	119-113
S3	117-077	117-273	119-081
S4	116-049	116-245	118-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-285	118-250	1-035	0.9%	0-147	0.4%	70%	True	False	646,553
10	119-285	118-040	1-245	1.5%	0-126	0.3%	81%	True	False	447,548
20	119-285	117-150	2-135	2.0%	0-123	0.3%	86%	True	False	232,189
40	119-285	115-000	4-285	4.1%	0-069	0.2%	93%	True	False	116,604

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-111
2.618	121-129
1.618	120-264
1.000	120-150
0.618	120-079
HIGH	119-285
0.618	119-214
0.500	119-192
0.382	119-171
LOW	119-100
0.618	118-306
1.000	118-235
1.618	118-121
2.618	117-256
4.250	116-274

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	119-192	119-165
PP	119-187	119-153
S1	119-182	119-141

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols