ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	119-220	119-265	0-045	0.1%	119-195
High	119-317	119-310	-0-007	0.0%	120-055
Low	119-205	119-172	-0-033	-0.1%	119-130
Close	119-260	119-240	-0-020	-0.1%	119-260
Range	0-112	0-138	0-026	23.2%	0-245
ATR	0-120	0-121	0-001	1.1%	0-000
Volume	525,619	577,860	52,241	9.9%	3,025,202

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-015	120-265	119-316
R3	120-197	120-127	119-278
R2	120-059	120-059	119-265
R1	119-309	119-309	119-253	119-275
PP	119-241	119-241	119-241	119-224
S1	119-171	119-171	119-227	119-137
S2	119-103	119-103	119-215
S3	118-285	119-033	119-202
S4	118-147	118-215	119-164

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%	0-144	0.4%	45%	False	False	629,906
10	120-055	118-257	1-118	1.1%	0-142	0.4%	69%	False	False	617,412
20	120-055	117-220	2-155	2.1%	0-127	0.3%	83%	False	False	409,925
40	120-055	116-030	4-025	3.4%	0-087	0.2%	90%	False	False	206,601

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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-256
2.618	121-031
1.618	120-213
1.000	120-128
0.618	120-075
HIGH	119-310
0.618	119-257
0.500	119-241
0.382	119-225
LOW	119-172
0.618	119-087
1.000	119-034
1.618	118-269
2.618	118-131
4.250	117-226

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	119-241	119-274
PP	119-241	119-262
S1	119-240	119-251

Download as Excel Spreadsheet

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

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