ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	118-165	118-025	-0-140	-0.4%	117-260
High	118-215	118-050	-0-165	-0.4%	119-000
Low	117-245	117-135	-0-110	-0.3%	117-135
Close	118-055	117-215	-0-160	-0.4%	117-215
Range	0-290	0-235	-0-055	-19.0%	1-185
ATR	0-225	0-226	0-001	0.5%	0-000
Volume	793,164	843,626	50,462	6.4%	4,267,234

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-305	119-175	118-024
R3	119-070	118-260	117-280
R2	118-155	118-155	117-258
R1	118-025	118-025	117-237	117-292
PP	117-240	117-240	117-240	117-214
S1	117-110	117-110	117-193	117-058
S2	117-005	117-005	117-172
S3	116-090	116-195	117-150
S4	115-175	115-280	117-086

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-245	121-255	118-173
R3	121-060	120-070	118-034
R2	119-195	119-195	117-308
R1	118-205	118-205	117-261	118-108
PP	118-010	118-010	118-010	117-281
S1	117-020	117-020	117-169	116-242
S2	116-145	116-145	117-122
S3	114-280	115-155	117-076
S4	113-095	113-290	116-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-000	117-135	1-185	1.3%	0-237	0.6%	16%	False	True	853,446
10	120-000	117-135	2-185	2.2%	0-232	0.6%	10%	False	True	790,504
20	120-150	117-135	3-015	2.6%	0-222	0.6%	8%	False	True	506,749
40	120-150	115-170	4-300	4.2%	0-214	0.6%	43%	False	False	255,090

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-089
2.618	120-025
1.618	119-110
1.000	118-285
0.618	118-195
HIGH	118-050
0.618	117-280
0.500	117-252
0.382	117-225
LOW	117-135
0.618	116-310
1.000	116-220
1.618	116-075
2.618	115-160
4.250	114-096

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	117-252	118-060
PP	117-240	118-005
S1	117-228	117-270

Download as Excel Spreadsheet

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

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