ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	118-235	117-260	-0-295	-0.8%	119-250
High	118-295	118-120	-0-175	-0.5%	120-000
Low	117-180	117-205	0-025	0.1%	117-180
Close	117-270	118-065	0-115	0.3%	117-270
Range	1-115	0-235	-0-200	-46.0%	2-140
ATR	0-221	0-222	0-001	0.5%	0-000
Volume	947,876	1,131,250	183,374	19.3%	3,637,813

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-088	119-312	118-194
R3	119-173	119-077	118-130
R2	118-258	118-258	118-108
R1	118-162	118-162	118-087	118-210
PP	118-023	118-023	118-023	118-048
S1	117-247	117-247	118-043	117-295
S2	117-108	117-108	118-022
S3	116-193	117-012	118-000
S4	115-278	116-097	117-256

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	119-315	117-180	2-135	2.0%	0-248	0.7%	26%	False	False	846,441
10	120-150	117-180	2-290	2.5%	0-242	0.6%	22%	False	False	673,921
20	120-150	116-280	3-190	3.0%	0-209	0.6%	37%	False	False	351,790
40	120-150	115-170	4-300	4.2%	0-209	0.6%	54%	False	False	176,722

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-159
2.618	120-095
1.618	119-180
1.000	119-035
0.618	118-265
HIGH	118-120
0.618	118-030
0.500	118-002
0.382	117-295
LOW	117-205
0.618	117-060
1.000	116-290
1.618	116-145
2.618	115-230
4.250	114-166

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	118-044	118-120
PP	118-023	118-102
S1	118-002	118-083

Download as Excel Spreadsheet

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

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