ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	119-275	120-105	0-150	0.4%	120-102
High	120-132	120-255	0-123	0.3%	120-317
Low	119-267	120-102	0-155	0.4%	119-290
Close	120-125	120-242	0-117	0.3%	120-002
Range	0-185	0-153	-0-032	-17.3%	1-027
ATR	0-161	0-160	-0-001	-0.3%	0-000
Volume	5,080	3,427	-1,653	-32.5%	98,515

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-019	121-283	121-006
R3	121-186	121-130	120-284
R2	121-033	121-033	120-270
R1	120-297	120-297	120-256	121-005
PP	120-200	120-200	120-200	120-214
S1	120-144	120-144	120-228	120-172
S2	120-047	120-047	120-214
S3	119-214	119-311	120-200
S4	119-061	119-158	120-158

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-177	122-277	120-193
R3	122-150	121-250	120-097
R2	121-123	121-123	120-066
R1	120-223	120-223	120-034	120-160
PP	120-096	120-096	120-096	120-065
S1	119-196	119-196	119-290	119-132
S2	119-069	119-069	119-258
S3	118-042	118-169	119-227
S4	117-015	117-142	119-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-317	119-267	1-050	1.0%	0-158	0.4%	80%	False	False	14,988
10	121-037	119-267	1-090	1.1%	0-154	0.4%	72%	False	False	50,779
20	121-070	119-267	1-123	1.1%	0-163	0.4%	67%	False	False	272,237
40	121-070	118-212	2-178	2.1%	0-147	0.4%	82%	False	False	358,589
60	121-070	116-235	4-155	3.7%	0-141	0.4%	90%	False	False	394,344
80	121-070	116-020	5-050	4.3%	0-148	0.4%	91%	False	False	394,550
100	121-070	113-240	7-150	6.2%	0-142	0.4%	94%	False	False	317,304
120	121-070	112-250	8-140	7.0%	0-120	0.3%	95%	False	False	264,436

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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-265
2.618	122-016
1.618	121-183
1.000	121-088
0.618	121-030
HIGH	120-255
0.618	120-197
0.500	120-178
0.382	120-160
LOW	120-102
0.618	120-007
1.000	119-269
1.618	119-174
2.618	119-021
4.250	118-092

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	120-221	120-195
PP	120-200	120-148
S1	120-178	120-101

Download as Excel Spreadsheet

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

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