ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	117-260	118-080	0-140	0.4%	119-250
High	118-120	119-000	0-200	0.5%	120-000
Low	117-205	118-055	0-170	0.5%	117-180
Close	118-065	118-250	0-185	0.5%	117-270
Range	0-235	0-265	0-030	12.8%	2-140
ATR	0-222	0-225	0-003	1.4%	0-000
Volume	1,131,250	664,487	-466,763	-41.3%	3,637,813

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-043	120-252	119-076
R3	120-098	119-307	119-003
R2	119-153	119-153	118-299
R1	119-042	119-042	118-274	119-098
PP	118-208	118-208	118-208	118-236
S1	118-097	118-097	118-226	118-152
S2	117-263	117-263	118-201
S3	116-318	117-152	118-177
S4	116-053	116-207	118-104

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	119-200	117-180	2-020	1.7%	0-267	0.7%	59%	False	False	852,446
10	120-150	117-180	2-290	2.4%	0-249	0.7%	42%	False	False	715,794
20	120-150	116-280	3-190	3.0%	0-214	0.6%	53%	False	False	384,555
40	120-150	115-170	4-300	4.2%	0-211	0.6%	66%	False	False	193,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-166
2.618	121-054
1.618	120-109
1.000	119-265
0.618	119-164
HIGH	119-000
0.618	118-219
0.500	118-188
0.382	118-156
LOW	118-055
0.618	117-211
1.000	117-110
1.618	116-266
2.618	116-001
4.250	114-209

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	118-229	118-197
PP	118-208	118-143
S1	118-188	118-090

Download as Excel Spreadsheet

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

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