ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	119-292	120-000	0-028	0.1%	119-040
High	120-010	120-182	0-172	0.4%	120-040
Low	119-252	119-307	0-055	0.1%	118-297
Close	119-315	120-172	0-177	0.5%	119-292
Range	0-078	0-195	0-117	150.0%	1-063
ATR	0-147	0-151	0-003	2.3%	0-000
Volume	270,270	467,952	197,682	73.1%	2,054,452

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-059	121-310	120-279
R3	121-184	121-115	120-226
R2	120-309	120-309	120-208
R1	120-240	120-240	120-190	120-274
PP	120-114	120-114	120-114	120-131
S1	120-045	120-045	120-154	120-080
S2	119-239	119-239	120-136
S3	119-044	119-170	120-118
S4	118-169	118-295	120-065

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	120-182	119-175	1-007	0.8%	0-138	0.4%	97%	True	False	404,398
10	120-182	118-297	1-205	1.4%	0-159	0.4%	98%	True	False	408,536
20	120-182	118-297	1-205	1.4%	0-170	0.4%	98%	True	False	385,109
40	120-182	117-240	2-262	2.3%	0-133	0.3%	99%	True	False	198,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-051
2.618	122-053
1.618	121-178
1.000	121-057
0.618	120-303
HIGH	120-182
0.618	120-108
0.500	120-084
0.382	120-061
LOW	119-307
0.618	119-186
1.000	119-112
1.618	118-311
2.618	118-116
4.250	117-118

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	120-143	120-121
PP	120-114	120-070
S1	120-084	120-018

Download as Excel Spreadsheet

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

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