ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	120-055	120-280	0-225	0.6%	119-165
High	120-195	121-215	1-020	0.9%	121-215
Low	119-290	120-225	0-255	0.7%	119-040
Close	120-150	121-025	0-195	0.5%	121-025
Range	0-225	0-310	0-085	37.8%	2-175
ATR	0-205	0-218	0-013	6.3%	0-000
Volume	1,090,177	1,404,749	314,572	28.9%	4,167,398

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-018	123-172	121-196
R3	123-028	122-182	121-110
R2	122-038	122-038	121-082
R1	121-192	121-192	121-053	121-275
PP	121-048	121-048	121-048	121-090
S1	120-202	120-202	120-317	120-285
S2	120-058	120-058	120-288
S3	119-068	119-212	120-260
S4	118-078	118-222	120-174

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-085	127-070	122-153
R3	125-230	124-215	121-249
R2	123-055	123-055	121-174
R1	122-040	122-040	121-100	122-208
PP	120-200	120-200	120-200	120-284
S1	119-185	119-185	120-270	120-032
S2	118-025	118-025	120-196
S3	115-170	117-010	120-121
S4	112-315	114-155	119-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-215	119-040	2-175	2.1%	0-218	0.6%	77%	True	False	993,203
10	121-215	118-240	2-295	2.4%	0-193	0.5%	80%	True	False	896,525
20	121-215	117-175	4-040	3.4%	0-206	0.5%	86%	True	False	864,782
40	121-215	116-280	4-255	4.0%	0-214	0.6%	88%	True	False	859,056
60	121-215	116-180	5-035	4.2%	0-222	0.6%	88%	True	False	819,875
80	121-215	113-060	8-155	7.0%	0-235	0.6%	93%	True	False	657,121
100	121-215	113-060	8-155	7.0%	0-245	0.6%	93%	True	False	525,845

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	0-048
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	125-252
2.618	124-067
1.618	123-077
1.000	122-205
0.618	122-087
HIGH	121-215
0.618	121-097
0.500	121-060
0.382	121-023
LOW	120-225
0.618	120-033
1.000	119-235
1.618	119-043
2.618	118-053
4.250	116-188

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	121-060	120-298
PP	121-048	120-252
S1	121-037	120-205

Download as Excel Spreadsheet

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

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