ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	120-105	120-220	0-115	0.3%	120-102
High	120-255	120-290	0-035	0.1%	120-317
Low	120-102	120-217	0-115	0.3%	119-290
Close	120-242	120-225	-0-017	0.0%	120-002
Range	0-153	0-073	-0-080	-52.3%	1-027
ATR	0-160	0-154	-0-006	-3.9%	0-000
Volume	3,427	1,931	-1,496	-43.7%	98,515

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-143	121-097	120-265
R3	121-070	121-024	120-245
R2	120-317	120-317	120-238
R1	120-271	120-271	120-232	120-294
PP	120-244	120-244	120-244	120-256
S1	120-198	120-198	120-218	120-221
S2	120-171	120-171	120-212
S3	120-098	120-125	120-205
S4	120-025	120-052	120-185

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	120-290	119-267	1-023	0.9%	0-142	0.4%	81%	True	False	11,113
10	121-027	119-267	1-080	1.0%	0-151	0.4%	70%	False	False	31,071
20	121-070	119-267	1-123	1.1%	0-160	0.4%	63%	False	False	252,856
40	121-070	118-212	2-178	2.1%	0-146	0.4%	80%	False	False	350,684
60	121-070	117-002	4-068	3.5%	0-139	0.4%	88%	False	False	389,718
80	121-070	116-020	5-050	4.3%	0-146	0.4%	90%	False	False	393,922
100	121-070	113-280	7-110	6.1%	0-143	0.4%	93%	False	False	317,323
120	121-070	112-250	8-140	7.0%	0-120	0.3%	94%	False	False	264,452

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-009
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	121-280
2.618	121-161
1.618	121-088
1.000	121-043
0.618	121-015
HIGH	120-290
0.618	120-262
0.500	120-254
0.382	120-245
LOW	120-217
0.618	120-172
1.000	120-144
1.618	120-099
2.618	120-026
4.250	119-227

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	120-254	120-190
PP	120-244	120-154
S1	120-234	120-118

Download as Excel Spreadsheet

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

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