ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	116-145	116-267	0-122	0.3%	117-000
High	116-310	116-295	-0-015	0.0%	117-110
Low	116-130	116-200	0-070	0.2%	115-272
Close	116-262	116-225	-0-037	-0.1%	116-030
Range	0-180	0-095	-0-085	-47.2%	1-158
ATR	0-145	0-141	-0-004	-2.5%	0-000
Volume	368,022	448,275	80,253	21.8%	1,928,688

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-205	117-150	116-277
R3	117-110	117-055	116-251
R2	117-015	117-015	116-242
R1	116-280	116-280	116-234	116-260
PP	116-240	116-240	116-240	116-230
S1	116-185	116-185	116-216	116-165
S2	116-145	116-145	116-208
S3	116-050	116-090	116-199
S4	115-275	115-315	116-173

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	116-310	115-272	1-038	1.0%	0-191	0.5%	76%	False	False	472,956
10	117-170	115-272	1-218	1.4%	0-166	0.4%	51%	False	False	412,300
20	117-170	115-080	2-090	2.0%	0-136	0.4%	64%	False	False	240,651

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-059
2.618	117-224
1.618	117-129
1.000	117-070
0.618	117-034
HIGH	116-295
0.618	116-259
0.500	116-248
0.382	116-236
LOW	116-200
0.618	116-141
1.000	116-105
1.618	116-046
2.618	115-271
4.250	115-116

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	116-248	116-197
PP	116-240	116-169
S1	116-232	116-141

Download as Excel Spreadsheet

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

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