ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	120-000	120-172	0-172	0.4%	119-040
High	120-182	120-235	0-053	0.1%	120-040
Low	119-307	120-140	0-153	0.4%	118-297
Close	120-172	120-160	-0-012	0.0%	119-292
Range	0-195	0-095	-0-100	-51.3%	1-063
ATR	0-151	0-147	-0-004	-2.6%	0-000
Volume	467,952	477,666	9,714	2.1%	2,054,452

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-143	121-087	120-212
R3	121-048	120-312	120-186
R2	120-273	120-273	120-177
R1	120-217	120-217	120-169	120-198
PP	120-178	120-178	120-178	120-169
S1	120-122	120-122	120-151	120-102
S2	120-083	120-083	120-143
S3	119-308	120-027	120-134
S4	119-213	119-252	120-108

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	120-235	119-175	1-060	1.0%	0-132	0.3%	80%	True	False	405,096
10	120-235	118-297	1-258	1.5%	0-152	0.4%	87%	True	False	417,199
20	120-235	118-297	1-258	1.5%	0-166	0.4%	87%	True	False	406,827
40	120-235	117-240	2-315	2.5%	0-133	0.3%	92%	True	False	210,170

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-319
2.618	121-164
1.618	121-069
1.000	121-010
0.618	120-294
HIGH	120-235
0.618	120-199
0.500	120-188
0.382	120-176
LOW	120-140
0.618	120-081
1.000	120-045
1.618	119-306
2.618	119-211
4.250	119-056

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	120-188	120-134
PP	120-178	120-109
S1	120-169	120-084

Download as Excel Spreadsheet

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

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