ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	120-027	119-247	-0-100	-0.3%	119-200
High	120-067	119-297	-0-090	-0.2%	120-120
Low	119-227	119-055	-0-172	-0.4%	119-100
Close	119-247	119-057	-0-190	-0.5%	119-200
Range	0-160	0-242	0-082	51.3%	1-020
ATR	0-147	0-153	0-007	4.6%	0-000
Volume	391,034	514,569	123,535	31.6%	2,253,123

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-222	121-062	119-190
R3	120-300	120-140	119-124
R2	120-058	120-058	119-101
R1	119-218	119-218	119-079	119-177
PP	119-136	119-136	119-136	119-116
S1	118-296	118-296	119-035	118-255
S2	118-214	118-214	119-013
S3	117-292	118-054	118-310
S4	117-050	117-132	118-244

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-307	122-113	120-067
R3	121-287	121-093	119-294
R2	120-267	120-267	119-262
R1	120-073	120-073	119-231	120-050
PP	119-247	119-247	119-247	119-235
S1	119-053	119-053	119-169	119-030
S2	118-227	118-227	119-138
S3	117-207	118-033	119-106
S4	116-187	117-013	119-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-067	119-055	1-012	0.9%	0-186	0.5%	1%	False	True	473,527
10	120-120	119-055	1-065	1.0%	0-185	0.5%	1%	False	True	434,019
20	120-160	119-055	1-105	1.1%	0-156	0.4%	0%	False	True	236,300
40	120-160	117-200	2-280	2.4%	0-110	0.3%	54%	False	False	118,787

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-046
2.618	121-291
1.618	121-049
1.000	120-219
0.618	120-127
HIGH	119-297
0.618	119-205
0.500	119-176
0.382	119-147
LOW	119-055
0.618	118-225
1.000	118-133
1.618	117-303
2.618	117-061
4.250	115-306

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	119-176	119-221
PP	119-136	119-166
S1	119-097	119-112

Download as Excel Spreadsheet

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

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