ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	116-300	116-240	-0-060	-0.2%	117-000
High	116-302	116-277	-0-025	-0.1%	117-110
Low	116-142	115-272	-0-190	-0.5%	115-272
Close	116-237	116-030	-0-207	-0.6%	116-030
Range	0-160	1-005	0-165	103.1%	1-158
ATR	0-124	0-138	0-014	11.6%	0-000
Volume	425,036	508,248	83,212	19.6%	1,928,688

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-101	118-231	116-209
R3	118-096	117-226	116-119
R2	117-091	117-091	116-090
R1	116-221	116-221	116-060	116-154
PP	116-086	116-086	116-086	116-053
S1	115-216	115-216	116-000	115-148
S2	115-081	115-081	115-290
S3	114-076	114-211	115-261
S4	113-071	113-206	115-171

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-291	119-319	116-293
R3	119-133	118-161	116-161
R2	117-295	117-295	116-118
R1	117-003	117-003	116-074	116-230
PP	116-137	116-137	116-137	116-091
S1	115-165	115-165	115-306	115-072
S2	114-299	114-299	115-262
S3	113-141	114-007	115-219
S4	111-303	112-169	115-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-110	115-272	1-158	1.3%	0-160	0.4%	16%	False	True	385,737
10	117-170	115-272	1-218	1.4%	0-153	0.4%	14%	False	True	323,267
20	117-170	115-080	2-090	2.0%	0-124	0.3%	37%	False	False	169,250

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	0-016
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	121-058
2.618	119-168
1.618	118-163
1.000	117-282
0.618	117-158
HIGH	116-277
0.618	116-153
0.500	116-114
0.382	116-076
LOW	115-272
0.618	115-071
1.000	114-267
1.618	114-066
2.618	113-061
4.250	111-171

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	116-114	116-170
PP	116-086	116-123
S1	116-058	116-076

Download as Excel Spreadsheet

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

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