ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	116-057	115-295	-0-082	-0.2%	116-022
High	116-117	116-012	-0-105	-0.3%	116-310
Low	115-280	115-182	-0-098	-0.3%	115-292
Close	115-300	115-200	-0-100	-0.3%	116-067
Range	0-157	0-150	-0-007	-4.5%	1-018
ATR	0-146	0-146	0-000	0.2%	0-000
Volume	393,926	369,604	-24,322	-6.2%	2,212,364

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-048	116-274	115-282
R3	116-218	116-124	115-241
R2	116-068	116-068	115-228
R1	115-294	115-294	115-214	115-266
PP	115-238	115-238	115-238	115-224
S1	115-144	115-144	115-186	115-116
S2	115-088	115-088	115-172
S3	114-258	114-314	115-159
S4	114-108	114-164	115-118

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	116-295	115-182	1-113	1.2%	0-147	0.4%	4%	False	True	398,534
10	117-067	115-182	1-205	1.4%	0-170	0.5%	3%	False	True	426,089
20	117-170	115-182	1-308	1.7%	0-147	0.4%	3%	False	True	317,401

Crabel Price Patterns
NR	True
NR4	True
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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-010
2.618	117-085
1.618	116-255
1.000	116-162
0.618	116-105
HIGH	116-012
0.618	115-275
0.500	115-257
0.382	115-239
LOW	115-182
0.618	115-089
1.000	115-032
1.618	114-259
2.618	114-109
4.250	113-184

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	115-257	116-008
PP	115-238	115-286
S1	115-219	115-243

Download as Excel Spreadsheet

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

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