ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	120-020	119-010	-1-010	-0.9%	120-315
High	120-070	119-235	-0-155	-0.4%	121-070
Low	118-300	119-010	0-030	0.1%	118-300
Close	119-065	119-185	0-120	0.3%	119-065
Range	1-090	0-225	-0-185	-45.1%	2-090
ATR	0-218	0-218	0-001	0.2%	0-000
Volume	56,889	51,589	-5,300	-9.3%	1,147,281

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-178	121-087	119-309
R3	120-273	120-182	119-247
R2	120-048	120-048	119-226
R1	119-277	119-277	119-206	120-002
PP	119-143	119-143	119-143	119-166
S1	119-052	119-052	119-164	119-098
S2	118-238	118-238	119-144
S3	118-013	118-147	119-123
S4	117-108	117-242	119-061

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-202	125-063	120-146
R3	124-112	122-293	119-266
R2	122-022	122-022	119-199
R1	120-203	120-203	119-132	120-068
PP	119-252	119-252	119-252	119-184
S1	118-113	118-113	118-318	117-298
S2	117-162	117-162	118-251
S3	115-072	116-023	118-184
S4	112-302	113-253	117-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-065	118-300	2-085	1.9%	0-229	0.6%	28%	False	False	98,607
10	121-215	118-300	2-235	2.3%	0-218	0.6%	23%	False	False	536,626
20	121-215	118-070	3-145	2.9%	0-199	0.5%	39%	False	False	646,728
40	121-215	116-280	4-255	4.0%	0-212	0.6%	56%	False	False	750,187
60	121-215	116-190	5-025	4.2%	0-220	0.6%	59%	False	False	770,777
80	121-215	115-110	6-105	5.3%	0-225	0.6%	67%	False	False	671,925
100	121-215	113-060	8-155	7.1%	0-244	0.6%	75%	False	False	537,783

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-231
2.618	121-184
1.618	120-279
1.000	120-140
0.618	120-054
HIGH	119-235
0.618	119-149
0.500	119-122
0.382	119-096
LOW	119-010
0.618	118-191
1.000	118-105
1.618	117-286
2.618	117-061
4.250	116-014

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	119-164	119-220
PP	119-143	119-208
S1	119-122	119-197

Download as Excel Spreadsheet

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

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