ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	119-050	118-235	-0-135	-0.4%	119-250
High	119-060	118-295	-0-085	-0.2%	120-000
Low	118-145	117-180	-0-285	-0.8%	117-180
Close	118-235	117-270	-0-285	-0.8%	117-270
Range	0-235	1-115	0-200	85.1%	2-140
ATR	0-205	0-221	0-016	8.0%	0-000
Volume	788,070	947,876	159,806	20.3%	3,637,813

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-060	121-120	118-189
R3	120-265	120-005	118-070
R2	119-150	119-150	118-030
R1	118-210	118-210	117-310	118-122
PP	118-035	118-035	118-035	117-311
S1	117-095	117-095	117-230	117-008
S2	116-240	116-240	117-190
S3	115-125	115-300	117-150
S4	114-010	114-185	117-031

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-250	124-080	119-059
R3	123-110	121-260	118-164
R2	120-290	120-290	118-093
R1	119-120	119-120	118-022	118-295
PP	118-150	118-150	118-150	118-078
S1	116-300	116-300	117-198	116-155
S2	116-010	116-010	117-127
S3	113-190	114-160	117-056
S4	111-050	112-020	116-161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-000	117-180	2-140	2.1%	0-226	0.6%	12%	False	True	727,562
10	120-150	117-180	2-290	2.5%	0-236	0.6%	10%	False	True	573,229
20	120-150	116-280	3-190	3.0%	0-204	0.5%	27%	False	False	295,308
40	120-150	115-170	4-300	4.2%	0-208	0.6%	47%	False	False	148,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	124-224
2.618	122-154
1.618	121-039
1.000	120-090
0.618	119-244
HIGH	118-295
0.618	118-129
0.500	118-078
0.382	118-026
LOW	117-180
0.618	116-231
1.000	116-065
1.618	115-116
2.618	114-001
4.250	111-251

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	118-078	118-190
PP	118-035	118-110
S1	117-312	118-030

Download as Excel Spreadsheet

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

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