ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	118-040	116-215	-1-145	-1.2%	117-190
High	118-080	116-230	-1-170	-1.3%	118-080
Low	117-180	116-035	-1-145	-1.2%	117-000
Close	117-190	116-075	-1-115	-1.2%	117-190
Range	0-220	0-195	-0-025	-11.4%	1-080
ATR	0-223	0-241	0-018	8.1%	0-000
Volume	734,075	560,228	-173,847	-23.7%	3,545,737

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-058	117-262	116-182
R3	117-183	117-067	116-129
R2	116-308	116-308	116-111
R1	116-192	116-192	116-093	116-152
PP	116-113	116-113	116-113	116-094
S1	115-317	115-317	116-057	115-278
S2	115-238	115-238	116-039
S3	115-043	115-122	116-021
S4	114-168	114-247	115-288

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-117	120-233	118-090
R3	120-037	119-153	117-300
R2	118-277	118-277	117-263
R1	118-073	118-073	117-227	118-070
PP	117-197	117-197	117-197	117-195
S1	116-313	116-313	117-153	116-310
S2	116-117	116-117	117-117
S3	115-037	115-233	117-080
S4	113-277	114-153	116-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-080	116-035	2-045	1.8%	0-222	0.6%	6%	False	True	644,058
10	119-000	116-035	2-285	2.5%	0-220	0.6%	4%	False	True	724,194
20	120-150	116-035	4-115	3.8%	0-231	0.6%	3%	False	True	699,058
40	120-150	115-240	4-230	4.1%	0-212	0.6%	10%	False	False	357,689

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 3 trading days

Fibonacci Retracements and Extensions
4.250	119-099
2.618	118-101
1.618	117-226
1.000	117-105
0.618	117-031
HIGH	116-230
0.618	116-156
0.500	116-132
0.382	116-109
LOW	116-035
0.618	115-234
1.000	115-160
1.618	115-039
2.618	114-164
4.250	113-166

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	116-132	117-058
PP	116-113	116-277
S1	116-094	116-176

Download as Excel Spreadsheet

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

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