ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	117-190	117-165	-0-025	-0.1%	117-260
High	117-290	117-215	-0-075	-0.2%	119-000
Low	117-150	117-000	-0-150	-0.4%	117-135
Close	117-180	117-045	-0-135	-0.4%	117-215
Range	0-140	0-215	0-075	53.6%	1-185
ATR	0-220	0-220	0-000	-0.2%	0-000
Volume	885,674	502,059	-383,615	-43.3%	4,267,234

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-092	118-283	117-163
R3	118-197	118-068	117-104
R2	117-302	117-302	117-084
R1	117-173	117-173	117-065	117-130
PP	117-087	117-087	117-087	117-065
S1	116-278	116-278	117-025	116-235
S2	116-192	116-192	117-006
S3	115-297	116-063	116-306
S4	115-082	115-168	116-247

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	118-305	117-000	1-305	1.7%	0-208	0.6%	7%	False	True	771,846
10	119-200	117-000	2-200	2.2%	0-238	0.6%	5%	False	True	812,146
20	120-150	117-000	3-150	3.0%	0-218	0.6%	4%	False	True	574,969
40	120-150	115-170	4-300	4.2%	0-214	0.6%	33%	False	False	289,756

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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-169
2.618	119-138
1.618	118-243
1.000	118-110
0.618	118-028
HIGH	117-215
0.618	117-133
0.500	117-108
0.382	117-082
LOW	117-000
0.618	116-187
1.000	116-105
1.618	115-292
2.618	115-077
4.250	114-046

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	117-108	117-185
PP	117-087	117-138
S1	117-066	117-092

Download as Excel Spreadsheet

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

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