ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	118-060	117-285	-0-095	-0.3%	117-135
High	118-085	118-070	-0-015	0.0%	118-225
Low	117-175	117-245	0-070	0.2%	116-280
Close	117-265	118-025	0-080	0.2%	118-195
Range	0-230	0-145	-0-085	-37.0%	1-265
ATR	0-241	0-234	-0-007	-2.8%	0-000
Volume	930,628	958,980	28,352	3.0%	4,855,675

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-122	119-058	118-105
R3	118-297	118-233	118-065
R2	118-152	118-152	118-052
R1	118-088	118-088	118-038	118-120
PP	118-007	118-007	118-007	118-022
S1	117-263	117-263	118-012	117-295
S2	117-182	117-182	117-318
S3	117-037	117-118	117-305
S4	116-212	116-293	117-265

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-175	122-290	119-197
R3	121-230	121-025	119-036
R2	119-285	119-285	118-302
R1	119-080	119-080	118-249	119-182
PP	118-020	118-020	118-020	118-071
S1	117-135	117-135	118-141	117-238
S2	116-075	116-075	118-088
S3	114-130	115-190	118-034
S4	112-185	113-245	117-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-285	117-175	1-110	1.1%	0-234	0.6%	40%	False	False	959,547
10	118-285	116-280	2-005	1.7%	0-241	0.6%	60%	False	False	940,457
20	119-085	116-280	2-125	2.0%	0-233	0.6%	50%	False	False	861,136
40	119-290	116-190	3-100	2.8%	0-230	0.6%	45%	False	False	834,195
60	119-290	114-070	5-220	4.8%	0-238	0.6%	68%	False	False	667,668
80	119-290	113-060	6-230	5.7%	0-255	0.7%	73%	False	False	501,020

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	0-040
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	120-046
2.618	119-130
1.618	118-305
1.000	118-215
0.618	118-160
HIGH	118-070
0.618	118-015
0.500	117-318
0.382	117-300
LOW	117-245
0.618	117-155
1.000	117-100
1.618	117-010
2.618	116-185
4.250	115-269

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	118-016	118-070
PP	118-007	118-055
S1	117-318	118-040

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

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