ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	120-035	119-220	-0-135	-0.4%	119-195
High	120-055	119-317	-0-058	-0.2%	120-055
Low	119-197	119-205	0-008	0.0%	119-130
Close	119-220	119-260	0-040	0.1%	119-260
Range	0-178	0-112	-0-066	-37.1%	0-245
ATR	0-120	0-120	-0-001	-0.5%	0-000
Volume	775,635	525,619	-250,016	-32.2%	3,025,202

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-277	120-220	120-002
R3	120-165	120-108	119-291
R2	120-053	120-053	119-281
R1	119-316	119-316	119-270	120-024
PP	119-261	119-261	119-261	119-275
S1	119-204	119-204	119-250	119-232
S2	119-149	119-149	119-239
S3	119-037	119-092	119-229
S4	118-245	118-300	119-198

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-030	121-230	120-075
R3	121-105	120-305	120-007
R2	120-180	120-180	119-305
R1	120-060	120-060	119-282	120-120
PP	119-255	119-255	119-255	119-285
S1	119-135	119-135	119-238	119-195
S2	119-010	119-010	119-215
S3	118-085	118-210	119-193
S4	117-160	117-285	119-125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-055	119-130	0-245	0.6%	0-132	0.3%	53%	False	False	605,040
10	120-055	118-250	1-125	1.2%	0-140	0.4%	74%	False	False	625,796
20	120-055	117-220	2-155	2.1%	0-129	0.3%	86%	False	False	381,727
40	120-055	115-200	4-175	3.8%	0-083	0.2%	92%	False	False	192,156

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-153
2.618	120-290
1.618	120-178
1.000	120-109
0.618	120-066
HIGH	119-317
0.618	119-274
0.500	119-261
0.382	119-248
LOW	119-205
0.618	119-136
1.000	119-093
1.618	119-024
2.618	118-232
4.250	118-049

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	119-261	119-286
PP	119-261	119-277
S1	119-260	119-269

Download as Excel Spreadsheet

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

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