ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	119-195	119-205	0-010	0.0%	119-040
High	119-217	119-270	0-053	0.1%	119-285
Low	119-137	119-130	-0-007	0.0%	118-257
Close	119-197	119-217	0-020	0.1%	119-177
Range	0-080	0-140	0-060	75.0%	1-028
ATR	0-111	0-113	0-002	1.9%	0-000
Volume	453,532	557,723	104,191	23.0%	2,571,059

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-306	120-241	119-294
R3	120-166	120-101	119-256
R2	120-026	120-026	119-243
R1	119-281	119-281	119-230	119-314
PP	119-206	119-206	119-206	119-222
S1	119-141	119-141	119-204	119-174
S2	119-066	119-066	119-191
S3	118-246	119-001	119-178
S4	118-106	118-181	119-140

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	118-317	0-288	0.8%	0-144	0.4%	76%	False	False	622,091
10	119-285	118-070	1-215	1.4%	0-130	0.3%	87%	False	False	536,025
20	119-285	117-150	2-135	2.0%	0-126	0.3%	91%	False	False	282,421
40	119-285	115-060	4-225	3.9%	0-072	0.2%	95%	False	False	141,885

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-225
2.618	120-317
1.618	120-177
1.000	120-090
0.618	120-037
HIGH	119-270
0.618	119-217
0.500	119-200
0.382	119-183
LOW	119-130
0.618	119-043
1.000	118-310
1.618	118-223
2.618	118-083
4.250	117-175

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	119-211	119-209
PP	119-206	119-201
S1	119-200	119-192

Download as Excel Spreadsheet

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

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