ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	119-065	119-040	-0-025	-0.1%	119-190
High	119-115	119-192	0-077	0.2%	120-067
Low	119-005	118-297	-0-028	-0.1%	119-005
Close	119-045	119-175	0-130	0.3%	119-045
Range	0-110	0-215	0-105	95.5%	1-062
ATR	0-150	0-155	0-005	3.1%	0-000
Volume	387,086	323,665	-63,421	-16.4%	1,805,221

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-120	121-042	119-293
R3	120-225	120-147	119-234
R2	120-010	120-010	119-214
R1	119-252	119-252	119-195	119-291
PP	119-115	119-115	119-115	119-134
S1	119-037	119-037	119-155	119-076
S2	118-220	118-220	119-136
S3	118-005	118-142	119-116
S4	117-110	117-247	119-057

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	118-297	1-090	1.1%	0-185	0.5%	48%	False	True	425,777
10	120-120	118-297	1-143	1.2%	0-184	0.5%	43%	False	True	438,200
20	120-160	118-297	1-183	1.3%	0-163	0.4%	39%	False	True	270,587
40	120-160	117-240	2-240	2.3%	0-116	0.3%	65%	False	False	136,552

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-146
2.618	121-115
1.618	120-220
1.000	120-087
0.618	120-005
HIGH	119-192
0.618	119-110
0.500	119-084
0.382	119-059
LOW	118-297
0.618	118-164
1.000	118-082
1.618	117-269
2.618	117-054
4.250	116-023

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	119-145	119-162
PP	119-115	119-150
S1	119-084	119-137

Download as Excel Spreadsheet

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

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