ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	118-315	119-195	0-200	0.5%	118-140
High	119-230	119-275	0-045	0.1%	119-040
Low	118-295	119-100	0-125	0.3%	118-070
Close	119-220	119-240	0-020	0.1%	118-305
Range	0-255	0-175	-0-080	-31.4%	0-290
ATR	0-219	0-216	-0-003	-1.4%	0-000
Volume	629,928	849,933	220,005	34.9%	3,740,257

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-090	121-020	120-016
R3	120-235	120-165	119-288
R2	120-060	120-060	119-272
R1	119-310	119-310	119-256	120-025
PP	119-205	119-205	119-205	119-222
S1	119-135	119-135	119-224	119-170
S2	119-030	119-030	119-208
S3	118-175	118-280	119-192
S4	118-000	118-105	119-144

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-155	121-040	119-144
R3	120-185	120-070	119-065
R2	119-215	119-215	119-038
R1	119-100	119-100	119-012	119-158
PP	118-245	118-245	118-245	118-274
S1	118-130	118-130	118-278	118-188
S2	117-275	117-275	118-252
S3	116-305	117-160	118-225
S4	116-015	116-190	118-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-275	118-080	1-195	1.3%	0-201	0.5%	93%	True	False	692,860
10	119-275	117-175	2-100	1.9%	0-192	0.5%	95%	True	False	787,193
20	119-275	116-280	2-315	2.5%	0-220	0.6%	96%	True	False	853,588
40	119-290	116-205	3-085	2.7%	0-218	0.6%	95%	False	False	828,645
60	119-290	115-290	4-000	3.3%	0-225	0.6%	96%	False	False	764,517
80	119-290	113-060	6-230	5.6%	0-245	0.6%	98%	False	False	575,742

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	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-059
2.618	121-093
1.618	120-238
1.000	120-130
0.618	120-063
HIGH	119-275
0.618	119-208
0.500	119-188
0.382	119-167
LOW	119-100
0.618	118-312
1.000	118-245
1.618	118-137
2.618	117-282
4.250	116-316

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	119-222	119-192
PP	119-205	119-145
S1	119-188	119-098

Download as Excel Spreadsheet

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

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