ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	119-060	118-245	-0-135	-0.4%	119-010
High	119-120	118-315	-0-125	-0.3%	120-115
Low	118-285	118-205	-0-080	-0.2%	118-265
Close	118-295	118-230	-0-065	-0.2%	119-005
Range	0-155	0-110	-0-045	-29.0%	1-170
ATR	0-216	0-209	-0-008	-3.5%	0-000
Volume	6,529	11,290	4,761	72.9%	119,221

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-260	119-195	118-290
R3	119-150	119-085	118-260
R2	119-040	119-040	118-250
R1	118-295	118-295	118-240	118-272
PP	118-250	118-250	118-250	118-239
S1	118-185	118-185	118-220	118-162
S2	118-140	118-140	118-210
S3	118-030	118-075	118-200
S4	117-240	117-285	118-170

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-318	123-012	119-274
R3	122-148	121-162	119-140
R2	120-298	120-298	119-095
R1	119-312	119-312	119-050	119-220
PP	119-128	119-128	119-128	119-082
S1	118-142	118-142	118-280	118-050
S2	117-278	117-278	118-235
S3	116-108	116-292	118-190
S4	114-258	115-122	118-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-100	118-205	1-215	1.4%	0-181	0.5%	5%	False	True	13,498
10	120-285	118-205	2-080	1.9%	0-214	0.6%	3%	False	True	36,346
20	121-215	118-205	3-010	2.6%	0-199	0.5%	3%	False	True	432,492
40	121-215	116-280	4-255	4.0%	0-212	0.6%	38%	False	False	636,436
60	121-215	116-190	5-025	4.3%	0-212	0.6%	42%	False	False	693,536
80	121-215	115-120	6-095	5.3%	0-220	0.6%	53%	False	False	671,992
100	121-215	113-060	8-155	7.1%	0-236	0.6%	65%	False	False	538,598

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	120-142
2.618	119-283
1.618	119-173
1.000	119-105
0.618	119-063
HIGH	118-315
0.618	118-273
0.500	118-260
0.382	118-247
LOW	118-205
0.618	118-137
1.000	118-095
1.618	118-027
2.618	117-237
4.250	117-058

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	118-260	119-010
PP	118-250	118-297
S1	118-240	118-263

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

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