ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	119-235	119-292	0-057	0.1%	119-040
High	120-007	120-010	0-003	0.0%	120-040
Low	119-175	119-252	0-077	0.2%	118-297
Close	119-292	119-315	0-023	0.1%	119-292
Range	0-152	0-078	-0-074	-48.7%	1-063
ATR	0-153	0-147	-0-005	-3.5%	0-000
Volume	363,442	270,270	-93,172	-25.6%	2,054,452

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-213	120-182	120-038
R3	120-135	120-104	120-016
R2	120-057	120-057	120-009
R1	120-026	120-026	120-002	120-042
PP	119-299	119-299	119-299	119-307
S1	119-268	119-268	119-308	119-284
S2	119-221	119-221	119-301
S3	119-143	119-190	119-294
S4	119-065	119-112	119-272

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	119-145	0-215	0.6%	0-133	0.3%	79%	False	False	400,211
10	120-067	118-297	1-090	1.1%	0-159	0.4%	82%	False	False	412,994
20	120-160	118-297	1-183	1.3%	0-165	0.4%	67%	False	False	365,738
40	120-160	117-240	2-240	2.3%	0-130	0.3%	81%	False	False	186,543

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	121-022
2.618	120-214
1.618	120-136
1.000	120-088
0.618	120-058
HIGH	120-010
0.618	119-300
0.500	119-291
0.382	119-282
LOW	119-252
0.618	119-204
1.000	119-174
1.618	119-126
2.618	119-048
4.250	118-240

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	119-307	119-296
PP	119-299	119-277
S1	119-291	119-258

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

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