ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	116-207	116-140	-0-067	-0.2%	116-022
High	116-227	116-155	-0-072	-0.2%	116-310
Low	116-057	115-312	-0-065	-0.2%	115-292
Close	116-157	116-067	-0-090	-0.2%	116-067
Range	0-170	0-163	-0-007	-4.1%	1-018
ATR	0-143	0-145	0-002	1.1%	0-000
Volume	361,741	419,125	57,384	15.9%	2,212,364

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-240	117-157	116-157
R3	117-077	116-314	116-112
R2	116-234	116-234	116-097
R1	116-151	116-151	116-082	116-111
PP	116-071	116-071	116-071	116-052
S1	115-308	115-308	116-052	115-268
S2	115-228	115-228	116-037
S3	115-065	115-145	116-022
S4	114-222	114-302	115-297

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-170	118-297	116-253
R3	118-152	117-279	116-160
R2	117-134	117-134	116-129
R1	116-261	116-261	116-098	117-038
PP	116-116	116-116	116-116	116-165
S1	115-243	115-243	116-036	116-020
S2	115-098	115-098	116-005
S3	114-080	114-225	115-294
S4	113-062	113-207	115-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-310	115-292	1-018	0.9%	0-160	0.4%	28%	False	False	442,472
10	117-110	115-272	1-158	1.3%	0-160	0.4%	24%	False	False	414,105
20	117-170	115-200	1-290	1.6%	0-144	0.4%	31%	False	False	279,540

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-208
2.618	117-262
1.618	117-099
1.000	116-318
0.618	116-256
HIGH	116-155
0.618	116-093
0.500	116-074
0.382	116-054
LOW	115-312
0.618	115-211
1.000	115-149
1.618	115-048
2.618	114-205
4.250	113-259

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	116-074	116-144
PP	116-071	116-118
S1	116-069	116-092

Download as Excel Spreadsheet

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

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