ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	120-232	120-135	-0-097	-0.3%	119-275
High	120-260	120-267	0-007	0.0%	120-290
Low	120-155	120-135	-0-020	-0.1%	119-267
Close	120-190	120-235	0-045	0.1%	120-235
Range	0-105	0-132	0-027	25.7%	1-023
ATR	0-150	0-149	-0-001	-0.9%	0-000
Volume	3,156	4,842	1,686	53.4%	18,436

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-288	121-234	120-308
R3	121-156	121-102	120-271
R2	121-024	121-024	120-259
R1	120-290	120-290	120-247	120-317
PP	120-212	120-212	120-212	120-226
S1	120-158	120-158	120-223	120-185
S2	120-080	120-080	120-211
S3	119-268	120-026	120-199
S4	119-136	119-214	120-162

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-226	123-094	121-104
R3	122-203	122-071	121-009
R2	121-180	121-180	120-298
R1	121-048	121-048	120-266	121-114
PP	120-157	120-157	120-157	120-190
S1	120-025	120-025	120-204	120-091
S2	119-134	119-134	120-172
S3	118-111	119-002	120-141
S4	117-088	117-299	120-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	119-267	1-023	0.9%	0-130	0.3%	84%	False	False	3,687
10	120-317	119-267	1-050	1.0%	0-147	0.4%	78%	False	False	16,171
20	121-070	119-267	1-123	1.1%	0-159	0.4%	65%	False	False	215,128
40	121-070	118-212	2-178	2.1%	0-145	0.4%	81%	False	False	329,441
60	121-070	117-200	3-190	3.0%	0-139	0.4%	87%	False	False	375,321
80	121-070	116-020	5-050	4.3%	0-145	0.4%	91%	False	False	391,315
100	121-070	114-070	7-000	5.8%	0-144	0.4%	93%	False	False	317,401
120	121-070	112-250	8-140	7.0%	0-122	0.3%	94%	False	False	264,518

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-188
2.618	121-293
1.618	121-161
1.000	121-079
0.618	121-029
HIGH	120-267
0.618	120-217
0.500	120-201
0.382	120-185
LOW	120-135
0.618	120-053
1.000	120-003
1.618	119-241
2.618	119-109
4.250	118-214

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	120-224	120-228
PP	120-212	120-220
S1	120-201	120-212

Download as Excel Spreadsheet

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

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