ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	120-145	119-257	-0-208	-0.5%	120-002
High	120-180	119-265	-0-235	-0.6%	120-277
Low	119-205	119-097	-0-108	-0.3%	119-257
Close	119-230	119-160	-0-070	-0.2%	120-242
Range	0-295	0-168	-0-127	-43.1%	1-020
ATR	0-154	0-155	0-001	0.7%	0-000
Volume	802,242	801,876	-366	0.0%	2,910,401

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-038	120-267	119-252
R3	120-190	120-099	119-206
R2	120-022	120-022	119-191
R1	119-251	119-251	119-175	119-212
PP	119-174	119-174	119-174	119-155
S1	119-083	119-083	119-145	119-044
S2	119-006	119-006	119-129
S3	118-158	118-235	119-114
S4	117-310	118-067	119-068

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	119-097	1-210	1.4%	0-203	0.5%	12%	False	True	704,715
10	120-307	119-097	1-210	1.4%	0-164	0.4%	12%	False	True	652,354
20	120-307	119-065	1-242	1.5%	0-159	0.4%	17%	False	False	658,998
40	120-307	117-150	3-157	2.9%	0-135	0.4%	58%	False	False	411,419

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-019
2.618	121-065
1.618	120-217
1.000	120-113
0.618	120-049
HIGH	119-265
0.618	119-201
0.500	119-181
0.382	119-161
LOW	119-097
0.618	118-313
1.000	118-249
1.618	118-145
2.618	117-297
4.250	117-023

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	119-181	120-042
PP	119-174	119-295
S1	119-167	119-227

Download as Excel Spreadsheet

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

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