ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	118-080	118-250	0-170	0.4%	119-250
High	119-000	118-305	-0-015	0.0%	120-000
Low	118-055	118-145	0-090	0.2%	117-180
Close	118-250	118-205	-0-045	-0.1%	117-270
Range	0-265	0-160	-0-105	-39.6%	2-140
ATR	0-225	0-220	-0-005	-2.1%	0-000
Volume	664,487	834,707	170,220	25.6%	3,637,813

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-058	119-292	118-293
R3	119-218	119-132	118-249
R2	119-058	119-058	118-234
R1	118-292	118-292	118-220	118-255
PP	118-218	118-218	118-218	118-200
S1	118-132	118-132	118-190	118-095
S2	118-058	118-058	118-176
S3	117-218	117-292	118-161
S4	117-058	117-132	118-117

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	119-060	117-180	1-200	1.4%	0-266	0.7%	66%	False	False	873,278
10	120-150	117-180	2-290	2.4%	0-242	0.6%	37%	False	False	752,879
20	120-150	116-280	3-190	3.0%	0-213	0.6%	49%	False	False	425,442
40	120-150	115-170	4-300	4.2%	0-210	0.6%	63%	False	False	214,188

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-025
2.618	120-084
1.618	119-244
1.000	119-145
0.618	119-084
HIGH	118-305
0.618	118-244
0.500	118-225
0.382	118-206
LOW	118-145
0.618	118-046
1.000	117-305
1.618	117-206
2.618	117-046
4.250	116-105

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	118-225	118-171
PP	118-218	118-137
S1	118-212	118-102

Download as Excel Spreadsheet

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

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