ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	120-315	121-060	0-065	0.2%	119-165
High	121-070	121-065	-0-005	0.0%	121-215
Low	120-270	120-235	-0-035	-0.1%	119-040
Close	121-055	120-265	-0-110	-0.3%	121-025
Range	0-120	0-150	0-030	25.0%	2-175
ATR	0-211	0-206	-0-004	-2.1%	0-000
Volume	705,831	215,023	-490,808	-69.5%	4,167,398

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-105	122-015	121-028
R3	121-275	121-185	120-306
R2	121-125	121-125	120-292
R1	121-035	121-035	120-279	121-005
PP	120-295	120-295	120-295	120-280
S1	120-205	120-205	120-251	120-175
S2	120-145	120-145	120-238
S3	119-315	120-055	120-224
S4	119-165	119-225	120-182

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	119-195	2-020	1.7%	0-202	0.5%	59%	False	False	855,102
10	121-215	119-040	2-175	2.1%	0-184	0.5%	67%	False	False	828,637
20	121-215	117-175	4-040	3.4%	0-194	0.5%	80%	False	False	802,632
40	121-215	116-280	4-255	4.0%	0-211	0.5%	82%	False	False	821,684
60	121-215	116-180	5-035	4.2%	0-220	0.6%	83%	False	False	813,843
80	121-215	113-070	8-145	7.0%	0-231	0.6%	90%	False	False	668,565
100	121-215	113-060	8-155	7.0%	0-243	0.6%	90%	False	False	535,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-062
2.618	122-138
1.618	121-308
1.000	121-215
0.618	121-158
HIGH	121-065
0.618	121-008
0.500	120-310
0.382	120-292
LOW	120-235
0.618	120-142
1.000	120-085
1.618	119-312
2.618	119-162
4.250	118-238

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	120-310	121-060
PP	120-295	121-022
S1	120-280	120-303

Download as Excel Spreadsheet

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

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