ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	119-040	119-155	0-115	0.3%	119-190
High	119-192	119-317	0-125	0.3%	120-067
Low	118-297	119-145	0-168	0.4%	119-005
Close	119-175	119-302	0-127	0.3%	119-045
Range	0-215	0-172	-0-043	-20.0%	1-062
ATR	0-155	0-156	0-001	0.8%	0-000
Volume	323,665	447,018	123,353	38.1%	1,805,221

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-131	121-068	120-077
R3	120-279	120-216	120-029
R2	120-107	120-107	120-014
R1	120-044	120-044	119-318	120-076
PP	119-255	119-255	119-255	119-270
S1	119-192	119-192	119-286	119-224
S2	119-083	119-083	119-270
S3	118-231	119-020	119-255
S4	118-059	118-168	119-207

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%	0-180	0.5%	79%	False	False	412,674
10	120-120	118-297	1-143	1.2%	0-174	0.5%	70%	False	False	432,735
20	120-160	118-297	1-183	1.3%	0-167	0.4%	65%	False	False	292,625
40	120-160	117-240	2-240	2.3%	0-120	0.3%	80%	False	False	147,728

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	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-088
2.618	121-127
1.618	120-275
1.000	120-169
0.618	120-103
HIGH	119-317
0.618	119-251
0.500	119-231
0.382	119-211
LOW	119-145
0.618	119-039
1.000	118-293
1.618	118-187
2.618	118-015
4.250	117-054

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	119-278	119-250
PP	119-255	119-199
S1	119-231	119-147

Download as Excel Spreadsheet

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

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