ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	116-267	116-207	-0-060	-0.2%	117-000
High	116-295	116-227	-0-068	-0.2%	117-110
Low	116-200	116-057	-0-143	-0.4%	115-272
Close	116-225	116-157	-0-068	-0.2%	116-030
Range	0-095	0-170	0-075	78.9%	1-158
ATR	0-141	0-143	0-002	1.5%	0-000
Volume	448,275	361,741	-86,534	-19.3%	1,928,688

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-017	117-257	116-250
R3	117-167	117-087	116-204
R2	116-317	116-317	116-188
R1	116-237	116-237	116-173	116-192
PP	116-147	116-147	116-147	116-124
S1	116-067	116-067	116-141	116-022
S2	115-297	115-297	116-126
S3	115-127	115-217	116-110
S4	114-277	115-047	116-064

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%	0-193	0.5%	57%	False	False	460,297
10	117-170	115-272	1-218	1.4%	0-169	0.5%	38%	False	False	418,707
20	117-170	115-150	2-020	1.8%	0-138	0.4%	50%	False	False	258,734

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-310
2.618	118-032
1.618	117-182
1.000	117-077
0.618	117-012
HIGH	116-227
0.618	116-162
0.500	116-142
0.382	116-122
LOW	116-057
0.618	115-272
1.000	115-207
1.618	115-102
2.618	114-252
4.250	113-294

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	116-152	116-184
PP	116-147	116-175
S1	116-142	116-166

Download as Excel Spreadsheet

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

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