ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	120-245	120-140	-0-105	-0.3%	119-165
High	120-285	120-140	-0-145	-0.4%	121-215
Low	120-130	119-255	-0-195	-0.5%	119-040
Close	120-130	120-020	-0-110	-0.3%	121-025
Range	0-155	0-205	0-050	32.3%	2-175
ATR	0-203	0-203	0-000	0.1%	0-000
Volume	109,617	59,921	-49,696	-45.3%	4,167,398

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-007	121-218	120-133
R3	121-122	121-013	120-076
R2	120-237	120-237	120-058
R1	120-128	120-128	120-039	120-080
PP	120-032	120-032	120-032	120-008
S1	119-243	119-243	120-001	119-195
S2	119-147	119-147	119-302
S3	118-262	119-038	119-284
S4	118-057	118-153	119-227

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	119-255	1-280	1.6%	0-188	0.5%	14%	False	True	499,028
10	121-215	119-040	2-175	2.1%	0-189	0.5%	37%	False	False	683,227
20	121-215	117-245	3-290	3.3%	0-186	0.5%	59%	False	False	727,364
40	121-215	116-280	4-255	4.0%	0-211	0.5%	66%	False	False	790,452
60	121-215	116-190	5-025	4.2%	0-220	0.6%	68%	False	False	794,210
80	121-215	114-000	7-215	6.4%	0-228	0.6%	79%	False	False	670,647
100	121-215	113-060	8-155	7.1%	0-242	0.6%	81%	False	False	536,726

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-041
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-051
2.618	122-037
1.618	121-152
1.000	121-025
0.618	120-267
HIGH	120-140
0.618	120-062
0.500	120-038
0.382	120-013
LOW	119-255
0.618	119-128
1.000	119-050
1.618	118-243
2.618	118-038
4.250	117-024

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	120-038	120-160
PP	120-032	120-113
S1	120-026	120-067

Download as Excel Spreadsheet

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

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