ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	118-250	118-165	-0-085	-0.2%	119-250
High	118-305	118-215	-0-090	-0.2%	120-000
Low	118-145	117-245	-0-220	-0.6%	117-180
Close	118-205	118-055	-0-150	-0.4%	117-270
Range	0-160	0-290	0-130	81.3%	2-140
ATR	0-220	0-225	0-005	2.3%	0-000
Volume	834,707	793,164	-41,543	-5.0%	3,637,813

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-295	120-145	118-214
R3	120-005	119-175	118-135
R2	119-035	119-035	118-108
R1	118-205	118-205	118-082	118-135
PP	118-065	118-065	118-065	118-030
S1	117-235	117-235	118-028	117-165
S2	117-095	117-095	118-002
S3	116-125	116-265	117-295
S4	115-155	115-295	117-216

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	119-000	117-180	1-140	1.2%	0-277	0.7%	42%	False	False	874,296
10	120-150	117-180	2-290	2.5%	0-247	0.7%	21%	False	False	785,809
20	120-150	117-120	3-030	2.6%	0-215	0.6%	26%	False	False	465,049
40	120-150	115-170	4-300	4.2%	0-213	0.6%	53%	False	False	234,003

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	0-036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-168
2.618	121-014
1.618	120-044
1.000	119-185
0.618	119-074
HIGH	118-215
0.618	118-104
0.500	118-070
0.382	118-036
LOW	117-245
0.618	117-066
1.000	116-275
1.618	116-096
2.618	115-126
4.250	113-292

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	118-070	118-122
PP	118-065	118-100
S1	118-060	118-078

Download as Excel Spreadsheet

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

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