ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	119-300	119-317	0-017	0.0%	119-265
High	120-080	120-182	0-102	0.3%	120-135
Low	119-277	119-315	0-038	0.1%	119-065
Close	119-305	120-140	0-155	0.4%	120-007
Range	0-123	0-187	0-064	52.0%	1-070
ATR	0-132	0-136	0-005	3.5%	0-000
Volume	541,897	806,292	264,395	48.8%	3,643,461

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-027	121-270	120-243
R3	121-160	121-083	120-191
R2	120-293	120-293	120-174
R1	120-216	120-216	120-157	120-254
PP	120-106	120-106	120-106	120-125
S1	120-029	120-029	120-123	120-068
S2	119-239	119-239	120-106
S3	119-052	119-162	120-089
S4	118-185	118-295	120-037

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	120-182	119-245	0-257	0.7%	0-125	0.3%	84%	True	False	583,693
10	120-182	119-065	1-117	1.1%	0-151	0.4%	90%	True	False	658,754
20	120-182	118-130	2-052	1.8%	0-149	0.4%	94%	True	False	643,658
40	120-182	117-000	3-182	3.0%	0-115	0.3%	96%	True	False	343,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-017
2.618	122-032
1.618	121-165
1.000	121-049
0.618	120-298
HIGH	120-182
0.618	120-111
0.500	120-088
0.382	120-066
LOW	119-315
0.618	119-199
1.000	119-128
1.618	119-012
2.618	118-145
4.250	117-160

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	120-123	120-113
PP	120-106	120-086
S1	120-088	120-060

Download as Excel Spreadsheet

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

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