ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	119-247	119-065	-0-182	-0.5%	119-190
High	119-297	119-115	-0-182	-0.5%	120-067
Low	119-055	119-005	-0-050	-0.1%	119-005
Close	119-057	119-045	-0-012	0.0%	119-045
Range	0-242	0-110	-0-132	-54.5%	1-062
ATR	0-153	0-150	-0-003	-2.0%	0-000
Volume	514,569	387,086	-127,483	-24.8%	1,805,221

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-065	120-005	119-106
R3	119-275	119-215	119-075
R2	119-165	119-165	119-065
R1	119-105	119-105	119-055	119-080
PP	119-055	119-055	119-055	119-042
S1	118-315	118-315	119-035	118-290
S2	118-265	118-265	119-025
S3	118-155	118-205	119-015
S4	118-045	118-095	118-304

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-012	122-090	119-255
R3	121-270	121-028	119-150
R2	120-208	120-208	119-115
R1	119-286	119-286	119-080	119-216
PP	119-146	119-146	119-146	119-110
S1	118-224	118-224	119-010	118-154
S2	118-084	118-084	118-295
S3	117-022	117-162	118-260
S4	115-280	116-100	118-155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-067	119-005	1-062	1.0%	0-192	0.5%	10%	False	True	448,876
10	120-120	119-005	1-115	1.1%	0-186	0.5%	9%	False	True	448,895
20	120-160	119-005	1-155	1.2%	0-157	0.4%	8%	False	True	255,195
40	120-160	117-240	2-240	2.3%	0-111	0.3%	51%	False	False	128,462

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-039
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-262
2.618	120-083
1.618	119-293
1.000	119-225
0.618	119-183
HIGH	119-115
0.618	119-073
0.500	119-060
0.382	119-047
LOW	119-005
0.618	118-257
1.000	118-215
1.618	118-147
2.618	118-037
4.250	117-178

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	119-060	119-196
PP	119-055	119-146
S1	119-050	119-095

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

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