ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	120-220	120-232	0-012	0.0%	120-102
High	120-290	120-260	-0-030	-0.1%	120-317
Low	120-217	120-155	-0-062	-0.2%	119-290
Close	120-225	120-190	-0-035	-0.1%	120-002
Range	0-073	0-105	0-032	43.8%	1-027
ATR	0-154	0-150	-0-003	-2.3%	0-000
Volume	1,931	3,156	1,225	63.4%	98,515

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-138	120-248
R3	121-092	121-033	120-219
R2	120-307	120-307	120-209
R1	120-248	120-248	120-200	120-225
PP	120-202	120-202	120-202	120-190
S1	120-143	120-143	120-180	120-120
S2	120-097	120-097	120-171
S3	119-312	120-038	120-161
S4	119-207	119-253	120-132

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%	0-120	0.3%	71%	False	False	6,605
10	120-317	119-267	1-050	1.0%	0-142	0.4%	66%	False	False	21,937
20	121-070	119-267	1-123	1.1%	0-162	0.4%	55%	False	False	236,536
40	121-070	118-212	2-178	2.1%	0-145	0.4%	76%	False	False	339,103
60	121-070	117-117	3-273	3.2%	0-139	0.4%	84%	False	False	382,467
80	121-070	116-020	5-050	4.3%	0-146	0.4%	88%	False	False	393,244
100	121-070	114-040	7-030	5.9%	0-144	0.4%	91%	False	False	317,354
120	121-070	112-250	8-140	7.0%	0-121	0.3%	93%	False	False	264,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-066
2.618	121-215
1.618	121-110
1.000	121-045
0.618	121-005
HIGH	120-260
0.618	120-220
0.500	120-208
0.382	120-195
LOW	120-155
0.618	120-090
1.000	120-050
1.618	119-305
2.618	119-200
4.250	119-029

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	120-208	120-196
PP	120-202	120-194
S1	120-196	120-192

Download as Excel Spreadsheet

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

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