ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	119-077	119-292	0-215	0.6%	119-195
High	120-000	120-135	0-135	0.4%	120-055
Low	119-072	119-262	0-190	0.5%	119-130
Close	119-292	120-040	0-068	0.2%	119-260
Range	0-248	0-193	-0-055	-22.2%	0-245
ATR	0-135	0-139	0-004	3.1%	0-000
Volume	920,413	887,791	-32,622	-3.5%	3,025,202

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-298	121-202	120-146
R3	121-105	121-009	120-093
R2	120-232	120-232	120-075
R1	120-136	120-136	120-058	120-184
PP	120-039	120-039	120-039	120-063
S1	119-263	119-263	120-022	119-311
S2	119-166	119-166	120-005
S3	118-293	119-070	119-307
S4	118-100	118-197	119-254

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	120-135	119-065	1-070	1.0%	0-178	0.5%	76%	True	False	733,814
10	120-135	119-065	1-070	1.0%	0-162	0.4%	76%	True	False	684,727
20	120-135	117-220	2-235	2.3%	0-143	0.4%	89%	True	False	534,779
40	120-135	116-070	4-065	3.5%	0-103	0.3%	93%	True	False	270,740

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-315
2.618	122-000
1.618	121-127
1.000	121-008
0.618	120-254
HIGH	120-135
0.618	120-061
0.500	120-038
0.382	120-016
LOW	119-262
0.618	119-143
1.000	119-069
1.618	118-270
2.618	118-077
4.250	117-082

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	120-040	120-007
PP	120-039	119-293
S1	120-038	119-260

Download as Excel Spreadsheet

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

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