ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	120-125	120-262	0-137	0.4%	120-002
High	120-277	120-307	0-030	0.1%	120-277
Low	120-090	120-130	0-040	0.1%	119-257
Close	120-242	120-155	-0-087	-0.2%	120-242
Range	0-187	0-177	-0-010	-5.3%	1-020
ATR	0-140	0-143	0-003	1.9%	0-000
Volume	491,939	621,229	129,290	26.3%	2,910,401

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-088	121-299	120-252
R3	121-231	121-122	120-204
R2	121-054	121-054	120-187
R1	120-265	120-265	120-171	120-231
PP	120-197	120-197	120-197	120-180
S1	120-088	120-088	120-139	120-054
S2	120-020	120-020	120-123
S3	119-163	119-231	120-106
S4	118-306	119-054	120-058

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	120-307	119-257	1-050	1.0%	0-150	0.4%	59%	True	False	606,336
10	120-307	119-065	1-242	1.5%	0-162	0.4%	73%	True	False	659,723
20	120-307	118-257	2-050	1.8%	0-152	0.4%	78%	True	False	638,567
40	120-307	117-030	3-277	3.2%	0-124	0.3%	88%	True	False	371,414

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-099
2.618	122-130
1.618	121-273
1.000	121-164
0.618	121-096
HIGH	120-307
0.618	120-239
0.500	120-218
0.382	120-198
LOW	120-130
0.618	120-021
1.000	119-273
1.618	119-164
2.618	118-307
4.250	118-018

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	120-218	120-154
PP	120-197	120-152
S1	120-176	120-151

Download as Excel Spreadsheet

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

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