ECBOT 10 Year T-Note Future December 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	124-060	123-280	-0-100	-0.3%	123-110
High	124-155	124-115	-0-040	-0.1%	124-210
Low	123-200	123-165	-0-035	-0.1%	122-300
Close	123-290	124-045	0-075	0.2%	124-045
Range	0-275	0-270	-0-005	-1.8%	1-230
ATR	0-266	0-266	0-000	0.1%	0-000
Volume	1,335,183	1,132,590	-202,593	-15.2%	5,841,811

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-172	126-058	124-194
R3	125-222	125-108	124-119
R2	124-272	124-272	124-094
R1	124-158	124-158	124-070	124-215
PP	124-002	124-002	124-002	124-030
S1	123-208	123-208	124-020	123-265
S2	123-052	123-052	123-316
S3	122-102	122-258	123-291
S4	121-152	121-308	123-216

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-022	128-103	125-028
R3	127-112	126-193	124-196
R2	125-202	125-202	124-146
R1	124-283	124-283	124-095	125-082
PP	123-292	123-292	123-292	124-031
S1	123-053	123-053	123-315	123-172
S2	122-062	122-062	123-264
S3	120-152	121-143	123-214
S4	118-242	119-233	123-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-210	122-300	1-230	1.4%	0-265	0.7%	70%	False	False	1,168,362
10	125-035	122-300	2-055	1.7%	0-294	0.7%	55%	False	False	1,158,373
20	126-030	122-300	3-050	2.5%	0-291	0.7%	38%	False	False	903,196
40	126-030	121-110	4-240	3.8%	0-237	0.6%	59%	False	False	458,990
60	126-030	120-050	5-300	4.8%	0-210	0.5%	67%	False	False	306,233
80	126-030	117-140	8-210	7.0%	0-169	0.4%	77%	False	False	229,683
100	126-030	114-090	11-260	9.5%	0-149	0.4%	83%	False	False	183,748

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	0-087
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-302
2.618	126-182
1.618	125-232
1.000	125-065
0.618	124-282
HIGH	124-115
0.618	124-012
0.500	123-300
0.382	123-268
LOW	123-165
0.618	122-318
1.000	122-215
1.618	122-048
2.618	121-098
4.250	119-298

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	124-023	124-039
PP	124-002	124-033
S1	123-300	124-028

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

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