ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	119-310	119-160	-0-150	-0.4%	118-070
High	119-315	119-200	-0-115	-0.3%	120-150
Low	119-145	119-035	-0-110	-0.3%	117-270
Close	119-175	119-035	-0-140	-0.4%	119-280
Range	0-170	0-165	-0-005	-2.9%	2-200
ATR	0-205	0-202	-0-003	-1.4%	0-000
Volume	634,459	730,550	96,091	15.1%	2,094,485

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-265	120-155	119-126
R3	120-100	119-310	119-080
R2	119-255	119-255	119-065
R1	119-145	119-145	119-050	119-118
PP	119-090	119-090	119-090	119-076
S1	118-300	118-300	119-020	118-272
S2	118-245	118-245	119-005
S3	118-080	118-135	118-310
S4	117-235	117-290	118-264

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-087	126-063	121-102
R3	124-207	123-183	120-191
R2	122-007	122-007	120-114
R1	120-303	120-303	120-037	121-155
PP	119-127	119-127	119-127	119-212
S1	118-103	118-103	119-203	118-275
S2	116-247	116-247	119-126
S3	114-047	115-223	119-049
S4	111-167	113-023	118-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-150	119-035	1-115	1.1%	0-218	0.6%	0%	False	True	632,480
10	120-150	117-270	2-200	2.2%	0-202	0.5%	48%	False	False	407,777
20	120-150	116-120	4-030	3.4%	0-186	0.5%	67%	False	False	208,862
40	120-150	115-170	4-300	4.1%	0-205	0.5%	72%	False	False	105,078

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-261
2.618	120-312
1.618	120-147
1.000	120-045
0.618	119-302
HIGH	119-200
0.618	119-137
0.500	119-118
0.382	119-098
LOW	119-035
0.618	118-253
1.000	118-190
1.618	118-088
2.618	117-243
4.250	116-294

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	119-118	119-178
PP	119-090	119-130
S1	119-062	119-082

Download as Excel Spreadsheet

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

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