ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	119-160	119-050	-0-110	-0.3%	118-070
High	119-200	119-060	-0-140	-0.4%	120-150
Low	119-035	118-145	-0-210	-0.6%	117-270
Close	119-035	118-235	-0-120	-0.3%	119-280
Range	0-165	0-235	0-070	42.4%	2-200
ATR	0-202	0-205	0-002	1.2%	0-000
Volume	730,550	788,070	57,520	7.9%	2,094,485

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-318	120-192	119-044
R3	120-083	119-277	118-300
R2	119-168	119-168	118-278
R1	119-042	119-042	118-257	118-308
PP	118-253	118-253	118-253	118-226
S1	118-127	118-127	118-213	118-072
S2	118-018	118-018	118-192
S3	117-103	117-212	118-170
S4	116-188	116-297	118-106

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	118-145	2-005	1.7%	0-217	0.6%	14%	False	True	697,323
10	120-150	117-270	2-200	2.2%	0-210	0.6%	34%	False	False	483,033
20	120-150	116-200	3-270	3.2%	0-192	0.5%	55%	False	False	248,193
40	120-150	115-170	4-300	4.2%	0-206	0.5%	65%	False	False	124,779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-037
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-099
2.618	121-035
1.618	120-120
1.000	119-295
0.618	119-205
HIGH	119-060
0.618	118-290
0.500	118-262
0.382	118-235
LOW	118-145
0.618	118-000
1.000	117-230
1.618	117-085
2.618	116-170
4.250	115-106

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	118-262	119-070
PP	118-253	119-018
S1	118-244	118-287

Download as Excel Spreadsheet

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

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