ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	119-205	119-250	0-045	0.1%	119-040
High	119-270	120-055	0-105	0.3%	119-285
Low	119-130	119-225	0-095	0.2%	118-257
Close	119-217	120-012	0-115	0.3%	119-177
Range	0-140	0-150	0-010	7.1%	1-028
ATR	0-113	0-116	0-003	2.9%	0-000
Volume	557,723	712,693	154,970	27.8%	2,571,059

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-121	121-056	120-094
R3	120-291	120-226	120-053
R2	120-141	120-141	120-040
R1	120-076	120-076	120-026	120-108
PP	119-311	119-311	119-311	120-007
S1	119-246	119-246	119-318	119-278
S2	119-161	119-161	119-304
S3	119-011	119-096	119-291
S4	118-181	118-266	119-250

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	120-055	119-090	0-285	0.7%	0-133	0.3%	85%	True	False	619,901
10	120-055	118-130	1-245	1.5%	0-137	0.4%	92%	True	False	591,414
20	120-055	117-150	2-225	2.3%	0-128	0.3%	95%	True	False	317,631
40	120-055	115-150	4-225	3.9%	0-076	0.2%	97%	True	False	159,664

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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-052
2.618	121-128
1.618	120-298
1.000	120-205
0.618	120-148
HIGH	120-055
0.618	119-318
0.500	119-300
0.382	119-282
LOW	119-225
0.618	119-132
1.000	119-075
1.618	118-302
2.618	118-152
4.250	117-228

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	120-001	119-306
PP	119-311	119-279
S1	119-300	119-252

Download as Excel Spreadsheet

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

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