ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	119-317	120-125	0-128	0.3%	120-002
High	120-182	120-277	0-095	0.2%	120-277
Low	119-315	120-090	0-095	0.2%	119-257
Close	120-140	120-242	0-102	0.3%	120-242
Range	0-187	0-187	0-000	0.0%	1-020
ATR	0-136	0-140	0-004	2.6%	0-000
Volume	806,292	491,939	-314,353	-39.0%	2,910,401

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-124	122-050	121-025
R3	121-257	121-183	120-293
R2	121-070	121-070	120-276
R1	120-316	120-316	120-259	121-033
PP	120-203	120-203	120-203	120-222
S1	120-129	120-129	120-225	120-166
S2	120-016	120-016	120-208
S3	119-149	119-262	120-191
S4	118-282	119-075	120-139

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-212	123-087	121-109
R3	122-192	122-067	121-016
R2	121-172	121-172	120-304
R1	121-047	121-047	120-273	121-110
PP	120-152	120-152	120-152	120-183
S1	120-027	120-027	120-211	120-090
S2	119-132	119-132	120-180
S3	118-112	119-007	120-148
S4	117-092	117-307	120-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-277	119-257	1-020	0.9%	0-140	0.4%	90%	True	False	582,080
10	120-277	119-065	1-212	1.4%	0-159	0.4%	93%	True	False	655,386
20	120-277	118-250	2-027	1.7%	0-149	0.4%	95%	True	False	640,591
40	120-277	117-030	3-247	3.1%	0-120	0.3%	97%	True	False	355,949

Crabel Price Patterns
NR	False
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	0-026

Fibonacci Retracements and Extensions
4.250	123-112
2.618	122-127
1.618	121-260
1.000	121-144
0.618	121-073
HIGH	120-277
0.618	120-206
0.500	120-184
0.382	120-161
LOW	120-090
0.618	119-294
1.000	119-223
1.618	119-107
2.618	118-240
4.250	117-255

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	120-222	120-200
PP	120-203	120-159
S1	120-184	120-117

Download as Excel Spreadsheet

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

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