ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	117-095	117-075	-0-020	-0.1%	117-260
High	117-200	118-050	0-170	0.5%	119-000
Low	117-025	117-065	0-040	0.1%	117-135
Close	117-080	118-015	0-255	0.7%	117-215
Range	0-175	0-305	0-130	74.3%	1-185
ATR	0-217	0-223	0-006	2.9%	0-000
Volume	747,542	676,387	-71,155	-9.5%	4,267,234

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-212	120-098	118-183
R3	119-227	119-113	118-099
R2	118-242	118-242	118-071
R1	118-128	118-128	118-043	118-185
PP	117-257	117-257	117-257	117-285
S1	117-143	117-143	117-307	117-200
S2	116-272	116-272	117-279
S3	115-287	116-158	117-251
S4	114-302	115-173	117-167

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	118-050	117-000	1-050	1.0%	0-214	0.6%	91%	True	False	731,057
10	119-000	117-000	2-000	1.7%	0-246	0.6%	52%	False	False	802,677
20	120-150	117-000	3-150	2.9%	0-228	0.6%	30%	False	False	642,855
40	120-150	115-170	4-300	4.2%	0-216	0.6%	51%	False	False	325,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	122-066
2.618	120-208
1.618	119-223
1.000	119-035
0.618	118-238
HIGH	118-050
0.618	117-253
0.500	117-218
0.382	117-182
LOW	117-065
0.618	116-197
1.000	116-080
1.618	115-212
2.618	114-227
4.250	113-049

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	117-296	117-285
PP	117-257	117-235
S1	117-218	117-185

Download as Excel Spreadsheet

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

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