ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 13-May-2011

ZFU11 began trading on 04/05/2011 and has 28 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 09/23/2011.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.27)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.17

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 4.24x

ATR(14) %: 0.2%

20-Day Historical Volatility: —

Day Change Summary (OHLC)

	Previous	Current
Metric	12-May-2011	13-May-2011	Change	Change %	Previous Week
Open	117-300	117-290	-0-010	-0.0%	117-290
High	118-010	118-100	0-090	0.2%	118-100
Low	117-230	117-240	0-010	0.0%	117-150
Close	117-260	118-010	0-070	0.2%	118-010
Range	0-100	0-180	0-080	80.0%	0-270
ATR(14)	0-085	0-092	0-007	8.0%	0-092
Volume	11,191	13,902	2,711	24.2%	43,878

Multi-Period Performance

1-Month (21d)

1.9%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

2.4%

52-Week Range

52W Low: 115-000 (2.6%)

Position (91%)

52W High: 118-100 (0.2%)

Daily Pivots for day following 13-May-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	119-230	119-140	118-109
R3	119-050	118-280	118-060
R2	118-190	118-190	118-043
R1	118-100	118-100	118-027	118-145
PP	118-010	118-010	118-010	118-033
S1	117-240	117-240	117-314	117-285
S2	117-150	117-150	117-297
S3	116-290	117-060	117-281
S4	116-110	116-200	117-231

Weekly Pivots for week ending 13-May-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	120-150	120-030	118-158
R3	119-200	119-080	118-084
R2	118-250	118-250	118-060
R1	118-130	118-130	118-035	118-190
PP	117-300	117-300	117-300	118-010
S1	117-180	117-180	117-305	117-240
S2	117-030	117-030	117-281
S3	116-080	116-230	117-256
S4	115-130	115-280	117-181

Fisher Pivots for day following 13-May-2011

Pivot	1 Day	3 Day
R1	118-010	117-315
PP	118-010	117-300
S1	118-010	117-285

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	120-225
2.618	119-251
1.618	119-071
1.000	118-280
0.618	118-211
HIGH	118-100
0.618	118-031
0.500	118-010
0.382	117-309
LOW	117-240
0.618	117-129
1.000	117-060
1.618	116-269
2.618	116-089
4.250	115-115

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	117-170
38.2%	117-015
50.0%	116-210
61.8%	116-085
78.6%	115-227

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	117-290	0-040	0.1%	Above
10-Day SMA	117-230	0-100	0.3%	Above
20-Day SMA	117-046	0-283	0.8%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 118-145

Middle: 117-046

Lower: 115-268

Bandwidth: 2.2%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

74.14

Neutral 30–70

Stochastic (14, 3)

Bearish

%K: 84.48

%D: 88.92

ADX (14) & Trend

Neutral

50.13

+DI: 53.97 · -DI: 20.32

CCI (20)

Neutral

105.52

Range -100 to +100

Williams %R (14)

Bearish

-15.52

Range -100 to 0

ROC (12)

Bullish

1.15%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

0.81

Bull: 0.81 · Bear: 0.25

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 28 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-100	117-150	0-270	0.7%	0-118	0.3%	67%	True	False	8,776
10	118-100	117-030	1-070	1.0%	0-079	0.2%	77%	True	False	6,084
20	118-100	116-030	2-070	1.9%	0-046	0.1%	87%	True	False	3,278

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