ECBOT 5 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	119-282	119-235	-0-047	-0.1%	119-040
High	120-022	120-007	-0-015	0.0%	120-040
Low	119-202	119-175	-0-027	-0.1%	118-297
Close	119-247	119-292	0-045	0.1%	119-292
Range	0-140	0-152	0-012	8.6%	1-063
ATR	0-153	0-153	0-000	0.0%	0-000
Volume	446,151	363,442	-82,709	-18.5%	2,054,452

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-081	121-018	120-056
R3	120-249	120-186	120-014
R2	120-097	120-097	120-000
R1	120-034	120-034	119-306	120-066
PP	119-265	119-265	119-265	119-280
S1	119-202	119-202	119-278	119-234
S2	119-113	119-113	119-264
S3	118-281	119-050	119-250
S4	118-129	118-218	119-208

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-079	122-248	120-183
R3	122-016	121-185	120-077
R2	120-273	120-273	120-042
R1	120-122	120-122	120-007	120-198
PP	119-210	119-210	119-210	119-247
S1	119-059	119-059	119-257	119-134
S2	118-147	118-147	119-222
S3	117-084	117-316	119-187
S4	116-021	116-253	119-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-040	118-297	1-063	1.0%	0-160	0.4%	82%	False	False	410,890
10	120-067	118-297	1-090	1.1%	0-176	0.5%	77%	False	False	429,883
20	120-160	118-297	1-183	1.3%	0-170	0.4%	63%	False	False	354,012
40	120-160	117-240	2-240	2.3%	0-130	0.3%	79%	False	False	179,813

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-013
2.618	121-085
1.618	120-253
1.000	120-159
0.618	120-101
HIGH	120-007
0.618	119-269
0.500	119-251
0.382	119-233
LOW	119-175
0.618	119-081
1.000	119-023
1.618	118-249
2.618	118-097
4.250	117-169

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	119-278	119-284
PP	119-265	119-276
S1	119-251	119-268

Download as Excel Spreadsheet

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

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