ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	117-047	116-300	-0-067	-0.2%	116-060
High	117-067	116-302	-0-085	-0.2%	117-170
Low	116-280	116-142	-0-138	-0.4%	116-000
Close	116-285	116-237	-0-048	-0.1%	117-010
Range	0-107	0-160	0-053	49.5%	1-170
ATR	0-121	0-124	0-003	2.3%	0-000
Volume	351,717	425,036	73,319	20.8%	1,303,989

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-067	117-312	117-005
R3	117-227	117-152	116-281
R2	117-067	117-067	116-266
R1	116-312	116-312	116-252	116-270
PP	116-227	116-227	116-227	116-206
S1	116-152	116-152	116-222	116-110
S2	116-067	116-067	116-208
S3	115-227	115-312	116-193
S4	115-067	115-152	116-149

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-143	120-247	117-280
R3	119-293	119-077	117-145
R2	118-123	118-123	117-100
R1	117-227	117-227	117-055	118-015
PP	116-273	116-273	116-273	117-008
S1	116-057	116-057	116-285	116-165
S2	115-103	115-103	116-240
S3	113-253	114-207	116-195
S4	112-083	113-037	116-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-170	116-142	1-028	0.9%	0-145	0.4%	27%	False	True	377,118
10	117-170	116-000	1-170	1.3%	0-130	0.3%	48%	False	False	282,451
20	117-170	115-030	2-140	2.1%	0-113	0.3%	68%	False	False	143,840

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	0-015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-022
2.618	118-081
1.618	117-241
1.000	117-142
0.618	117-081
HIGH	116-302
0.618	116-241
0.500	116-222
0.382	116-203
LOW	116-142
0.618	116-043
1.000	115-302
1.618	115-203
2.618	115-043
4.250	114-102

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	116-232	116-286
PP	116-227	116-270
S1	116-222	116-253

Download as Excel Spreadsheet

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

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