ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	119-215	120-055	0-160	0.4%	118-315
High	120-080	120-195	0-115	0.3%	119-315
Low	119-195	119-290	0-095	0.2%	118-295
Close	120-030	120-150	0-120	0.3%	119-180
Range	0-205	0-225	0-020	9.8%	1-020
ATR	0-203	0-205	0-002	0.8%	0-000
Volume	859,730	1,090,177	230,447	26.8%	3,828,050

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-140	122-050	120-274
R3	121-235	121-145	120-212
R2	121-010	121-010	120-191
R1	120-240	120-240	120-171	120-285
PP	120-105	120-105	120-105	120-128
S1	120-015	120-015	120-129	120-060
S2	119-200	119-200	120-109
S3	118-295	119-110	120-088
S4	118-070	118-205	120-026

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-217	122-058	120-047
R3	121-197	121-038	119-274
R2	120-177	120-177	119-242
R1	120-018	120-018	119-211	120-098
PP	119-157	119-157	119-157	119-196
S1	118-318	118-318	119-149	119-078
S2	118-137	118-137	119-118
S3	117-117	117-298	119-086
S4	116-097	116-278	118-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-195	119-040	1-155	1.2%	0-190	0.5%	91%	True	False	867,426
10	120-195	118-080	2-115	2.0%	0-188	0.5%	94%	True	False	779,840
20	120-195	117-145	3-050	2.6%	0-206	0.5%	96%	True	False	844,449
40	120-195	116-280	3-235	3.1%	0-216	0.6%	96%	True	False	847,417
60	120-195	116-180	4-015	3.4%	0-220	0.6%	97%	True	False	811,110
80	120-195	113-060	7-135	6.2%	0-235	0.6%	98%	True	False	639,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-191
2.618	122-144
1.618	121-239
1.000	121-100
0.618	121-014
HIGH	120-195
0.618	120-109
0.500	120-082
0.382	120-056
LOW	119-290
0.618	119-151
1.000	119-065
1.618	118-246
2.618	118-021
4.250	116-294

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	120-128	120-086
PP	120-105	120-022
S1	120-082	119-278

Download as Excel Spreadsheet

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

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