ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	116-022	116-145	0-123	0.3%	117-000
High	116-165	116-310	0-145	0.4%	117-110
Low	115-292	116-130	0-158	0.4%	115-272
Close	116-142	116-262	0-120	0.3%	116-030
Range	0-193	0-180	-0-013	-6.7%	1-158
ATR	0-142	0-145	0-003	1.9%	0-000
Volume	615,201	368,022	-247,179	-40.2%	1,928,688

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-134	118-058	117-041
R3	117-274	117-198	116-312
R2	117-094	117-094	116-295
R1	117-018	117-018	116-278	117-056
PP	116-234	116-234	116-234	116-253
S1	116-158	116-158	116-246	116-196
S2	116-054	116-054	116-229
S3	115-194	115-298	116-212
S4	115-014	115-118	116-163

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	117-067	115-272	1-115	1.2%	0-193	0.5%	71%	False	False	453,644
10	117-170	115-272	1-218	1.4%	0-167	0.4%	58%	False	False	397,240
20	117-170	115-080	2-090	2.0%	0-136	0.4%	69%	False	False	218,314

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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-115
2.618	118-141
1.618	117-281
1.000	117-170
0.618	117-101
HIGH	116-310
0.618	116-241
0.500	116-220
0.382	116-199
LOW	116-130
0.618	116-019
1.000	115-270
1.618	115-159
2.618	114-299
4.250	114-005

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	116-248	116-218
PP	116-234	116-175
S1	116-220	116-131

Download as Excel Spreadsheet

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

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