ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	119-215	120-050	0-155	0.4%	120-315
High	120-115	120-100	-0-015	0.0%	121-070
Low	119-200	119-250	0-050	0.1%	118-300
Close	120-045	120-010	-0-035	-0.1%	119-065
Range	0-235	0-170	-0-065	-27.7%	2-090
ATR	0-220	0-217	-0-004	-1.6%	0-000
Volume	17,961	21,503	3,542	19.7%	1,147,281

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-203	121-117	120-104
R3	121-033	120-267	120-057
R2	120-183	120-183	120-041
R1	120-097	120-097	120-026	120-055
PP	120-013	120-013	120-013	119-312
S1	119-247	119-247	119-314	119-205
S2	119-163	119-163	119-299
S3	118-313	119-077	119-283
S4	118-143	118-227	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	120-140	118-300	1-160	1.2%	0-249	0.6%	73%	False	False	41,572
10	121-215	118-300	2-235	2.3%	0-220	0.6%	40%	False	False	373,326
20	121-215	118-080	3-135	2.9%	0-204	0.5%	52%	False	False	560,911
40	121-215	116-280	4-255	4.0%	0-213	0.6%	66%	False	False	721,122
60	121-215	116-190	5-025	4.2%	0-218	0.6%	68%	False	False	748,287
80	121-215	115-120	6-095	5.2%	0-224	0.6%	74%	False	False	672,352
100	121-215	113-060	8-155	7.1%	0-242	0.6%	81%	False	False	538,177

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-182
2.618	121-225
1.618	121-055
1.000	120-270
0.618	120-205
HIGH	120-100
0.618	120-035
0.500	120-015
0.382	119-315
LOW	119-250
0.618	119-145
1.000	119-080
1.618	118-295
2.618	118-125
4.250	117-168

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	120-015	119-294
PP	120-013	119-258
S1	120-012	119-222

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

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