ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	119-010	119-215	0-205	0.5%	120-315
High	119-235	120-115	0-200	0.5%	121-070
Low	119-010	119-200	0-190	0.5%	118-300
Close	119-185	120-045	0-180	0.5%	119-065
Range	0-225	0-235	0-010	4.4%	2-090
ATR	0-218	0-220	0-002	1.0%	0-000
Volume	51,589	17,961	-33,628	-65.2%	1,147,281

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-078	121-297	120-174
R3	121-163	121-062	120-110
R2	120-248	120-248	120-088
R1	120-147	120-147	120-067	120-198
PP	120-013	120-013	120-013	120-039
S1	119-232	119-232	120-023	119-282
S2	119-098	119-098	120-002
S3	118-183	118-317	119-300
S4	117-268	118-082	119-236

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	120-285	118-300	1-305	1.6%	0-246	0.6%	62%	False	False	59,195
10	121-215	118-300	2-235	2.3%	0-224	0.6%	44%	False	False	457,148
20	121-215	118-080	3-135	2.8%	0-203	0.5%	55%	False	False	587,391
40	121-215	116-280	4-255	4.0%	0-213	0.6%	68%	False	False	724,048
60	121-215	116-190	5-025	4.2%	0-219	0.6%	70%	False	False	757,429
80	121-215	115-120	6-095	5.2%	0-224	0.6%	76%	False	False	672,122
100	121-215	113-060	8-155	7.1%	0-244	0.6%	82%	False	False	537,962

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-154
2.618	122-090
1.618	121-175
1.000	121-030
0.618	120-260
HIGH	120-115
0.618	120-025
0.500	119-318
0.382	119-290
LOW	119-200
0.618	119-055
1.000	118-285
1.618	118-140
2.618	117-225
4.250	116-161

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	120-029	119-312
PP	120-013	119-260
S1	119-318	119-208

Download as Excel Spreadsheet

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

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