ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 14-Jun-2011

Day Change Summary
	Previous	Current
	13-Jun-2011	14-Jun-2011	Change	Change %	Previous Week
Open	119-265	119-250	-0-015	0.0%	119-195
High	119-310	119-262	-0-048	-0.1%	120-055
Low	119-172	119-065	-0-107	-0.3%	119-130
Close	119-240	119-077	-0-163	-0.4%	119-260
Range	0-138	0-197	0-059	42.8%	0-245
ATR	0-121	0-127	0-005	4.5%	0-000
Volume	577,860	757,390	179,530	31.1%	3,025,202

Daily Pivots for day following 14-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-086	120-278	119-185
R3	120-209	120-081	119-131
R2	120-012	120-012	119-113
R1	119-204	119-204	119-095	119-170
PP	119-135	119-135	119-135	119-117
S1	119-007	119-007	119-059	118-292
S2	118-258	118-258	119-041
S3	118-061	118-130	119-023
S4	117-184	117-253	118-289

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	119-065	0-310	0.8%	0-155	0.4%	4%	False	True	669,839
10	120-055	118-317	1-058	1.0%	0-149	0.4%	21%	False	False	645,965
20	120-055	117-220	2-155	2.1%	0-133	0.3%	63%	False	False	446,889
40	120-055	116-070	3-305	3.3%	0-092	0.2%	76%	False	False	225,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	122-139
2.618	121-138
1.618	120-261
1.000	120-139
0.618	120-064
HIGH	119-262
0.618	119-187
0.500	119-164
0.382	119-140
LOW	119-065
0.618	118-263
1.000	118-188
1.618	118-066
2.618	117-189
4.250	116-188

Fisher Pivots for day following 14-Jun-2011
Pivot	1 day	3 day
R1	119-164	119-191
PP	119-135	119-153
S1	119-106	119-115

Download as Excel Spreadsheet

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

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