ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	120-217	120-305	0-088	0.2%	119-292
High	121-000	120-310	-0-010	0.0%	120-250
Low	120-190	120-250	0-060	0.2%	119-252
Close	120-317	120-262	-0-055	-0.1%	120-117
Range	0-130	0-060	-0-070	-53.8%	0-318
ATR	0-140	0-135	-0-005	-3.7%	0-000
Volume	499,875	361,685	-138,190	-27.6%	1,974,966

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-134	121-098	120-295
R3	121-074	121-038	120-278
R2	121-014	121-014	120-273
R1	120-298	120-298	120-268	120-286
PP	120-274	120-274	120-274	120-268
S1	120-238	120-238	120-256	120-226
S2	120-214	120-214	120-251
S3	120-154	120-178	120-246
S4	120-094	120-118	120-229

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	121-000	120-097	0-223	0.6%	0-107	0.3%	74%	False	False	380,140
10	121-000	119-175	1-145	1.2%	0-119	0.3%	88%	False	False	392,618
20	121-000	118-297	2-023	1.7%	0-148	0.4%	91%	False	False	418,544
40	121-000	118-270	2-050	1.8%	0-133	0.3%	92%	False	False	257,577

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	121-245
2.618	121-147
1.618	121-087
1.000	121-050
0.618	121-027
HIGH	120-310
0.618	120-287
0.500	120-280
0.382	120-273
LOW	120-250
0.618	120-213
1.000	120-190
1.618	120-153
2.618	120-093
4.250	119-315

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	120-280	120-248
PP	120-274	120-233
S1	120-268	120-218

Download as Excel Spreadsheet

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

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