ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	119-250	119-077	-0-173	-0.5%	119-195
High	119-262	120-000	0-058	0.2%	120-055
Low	119-065	119-072	0-007	0.0%	119-130
Close	119-077	119-292	0-215	0.6%	119-260
Range	0-197	0-248	0-051	25.9%	0-245
ATR	0-127	0-135	0-009	6.9%	0-000
Volume	757,390	920,413	163,023	21.5%	3,025,202

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-012	121-240	120-108
R3	121-084	120-312	120-040
R2	120-156	120-156	120-017
R1	120-064	120-064	119-315	120-110
PP	119-228	119-228	119-228	119-251
S1	119-136	119-136	119-269	119-182
S2	118-300	118-300	119-247
S3	118-052	118-208	119-224
S4	117-124	117-280	119-156

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%	0-175	0.5%	73%	False	False	711,383
10	120-055	119-065	0-310	0.8%	0-154	0.4%	73%	False	False	665,642
20	120-055	117-220	2-155	2.1%	0-140	0.4%	90%	False	False	491,854
40	120-055	116-070	3-305	3.3%	0-098	0.3%	93%	False	False	248,545

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	0-022
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	123-094
2.618	122-009
1.618	121-081
1.000	120-248
0.618	120-153
HIGH	120-000
0.618	119-225
0.500	119-196
0.382	119-167
LOW	119-072
0.618	118-239
1.000	118-144
1.618	117-311
2.618	117-063
4.250	115-298

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	119-260	119-259
PP	119-228	119-226
S1	119-196	119-192

Download as Excel Spreadsheet

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

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