ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	116-140	116-057	-0-083	-0.2%	116-022
High	116-155	116-117	-0-038	-0.1%	116-310
Low	115-312	115-280	-0-032	-0.1%	115-292
Close	116-067	115-300	-0-087	-0.2%	116-067
Range	0-163	0-157	-0-006	-3.7%	1-018
ATR	0-145	0-146	0-001	0.6%	0-000
Volume	419,125	393,926	-25,199	-6.0%	2,212,364

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-170	117-072	116-066
R3	117-013	116-235	116-023
R2	116-176	116-176	116-009
R1	116-078	116-078	115-314	116-048
PP	116-019	116-019	116-019	116-004
S1	115-241	115-241	115-286	115-212
S2	115-182	115-182	115-271
S3	115-025	115-084	115-257
S4	114-188	114-247	115-214

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	115-280	1-030	0.9%	0-153	0.4%	6%	False	True	398,217
10	117-110	115-272	1-158	1.3%	0-162	0.4%	6%	False	False	422,048
20	117-170	115-270	1-220	1.5%	0-144	0.4%	6%	False	False	299,159

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-144
2.618	117-208
1.618	117-051
1.000	116-274
0.618	116-214
HIGH	116-117
0.618	116-057
0.500	116-038
0.382	116-020
LOW	115-280
0.618	115-183
1.000	115-123
1.618	115-026
2.618	114-189
4.250	113-253

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	116-038	116-094
PP	116-019	116-056
S1	116-000	116-018

Download as Excel Spreadsheet

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

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