ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	120-165	120-157	-0-008	0.0%	119-292
High	120-250	120-195	-0-055	-0.1%	120-250
Low	120-132	120-097	-0-035	-0.1%	119-252
Close	120-152	120-117	-0-035	-0.1%	120-117
Range	0-118	0-098	-0-020	-16.9%	0-318
ATR	0-145	0-141	-0-003	-2.3%	0-000
Volume	408,721	350,357	-58,364	-14.3%	1,974,966

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-110	121-052	120-171
R3	121-012	120-274	120-144
R2	120-234	120-234	120-135
R1	120-176	120-176	120-126	120-156
PP	120-136	120-136	120-136	120-126
S1	120-078	120-078	120-108	120-058
S2	120-038	120-038	120-099
S3	119-260	119-300	120-090
S4	119-162	119-202	120-063

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-094	122-263	120-292
R3	122-096	121-265	120-204
R2	121-098	121-098	120-175
R1	120-267	120-267	120-146	121-022
PP	120-100	120-100	120-100	120-137
S1	119-269	119-269	120-088	120-024
S2	119-102	119-102	120-059
S3	118-104	118-271	120-030
S4	117-106	117-273	119-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	119-252	0-318	0.8%	0-117	0.3%	58%	False	False	394,993
10	120-250	118-297	1-273	1.5%	0-139	0.4%	78%	False	False	402,941
20	120-250	118-297	1-273	1.5%	0-162	0.4%	78%	False	False	425,918
40	120-250	118-140	2-110	1.9%	0-133	0.3%	82%	False	False	229,088

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-292
2.618	121-132
1.618	121-034
1.000	120-293
0.618	120-256
HIGH	120-195
0.618	120-158
0.500	120-146
0.382	120-134
LOW	120-097
0.618	120-036
1.000	119-319
1.618	119-258
2.618	119-160
4.250	119-000

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	120-146	120-174
PP	120-136	120-155
S1	120-127	120-136

Download as Excel Spreadsheet

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

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