ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 22-Jun-2011

Day Change Summary
	Previous	Current
	21-Jun-2011	22-Jun-2011	Change	Change %	Previous Week
Open	119-310	119-300	-0-010	0.0%	119-265
High	120-015	120-080	0-065	0.2%	120-135
Low	119-257	119-277	0-020	0.1%	119-065
Close	119-292	119-305	0-013	0.0%	120-007
Range	0-078	0-123	0-045	57.7%	1-070
ATR	0-133	0-132	-0-001	-0.5%	0-000
Volume	570,323	541,897	-28,426	-5.0%	3,643,461

Daily Pivots for day following 22-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-056	120-304	120-053
R3	120-253	120-181	120-019
R2	120-130	120-130	120-008
R1	120-058	120-058	119-316	120-094
PP	120-007	120-007	120-007	120-026
S1	119-255	119-255	119-294	119-291
S2	119-204	119-204	119-282
S3	119-081	119-132	119-271
S4	118-278	119-009	119-237

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-172	123-000	120-222
R3	122-102	121-250	120-114
R2	121-032	121-032	120-078
R1	120-180	120-180	120-043	120-266
PP	119-282	119-282	119-282	120-006
S1	119-110	119-110	119-291	119-196
S2	118-212	118-212	119-256
S3	117-142	118-040	119-220
S4	116-072	116-290	119-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-135	119-245	0-210	0.5%	0-126	0.3%	29%	False	False	599,993
10	120-135	119-065	1-070	1.0%	0-150	0.4%	62%	False	False	655,688
20	120-135	118-130	2-005	1.7%	0-143	0.4%	77%	False	False	623,551
40	120-135	116-170	3-285	3.2%	0-111	0.3%	88%	False	False	323,517

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-283
2.618	121-082
1.618	120-279
1.000	120-203
0.618	120-156
HIGH	120-080
0.618	120-033
0.500	120-018
0.382	120-004
LOW	119-277
0.618	119-201
1.000	119-154
1.618	119-078
2.618	118-275
4.250	118-074

Fisher Pivots for day following 22-Jun-2011
Pivot	1 day	3 day
R1	120-018	120-008
PP	120-007	120-001
S1	119-316	119-313

Download as Excel Spreadsheet

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

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