ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	115-295	115-232	-0-063	-0.2%	116-022
High	116-012	115-310	-0-022	-0.1%	116-310
Low	115-182	115-187	0-005	0.0%	115-292
Close	115-200	115-227	0-027	0.1%	116-067
Range	0-150	0-123	-0-027	-18.0%	1-018
ATR	0-146	0-144	-0-002	-1.1%	0-000
Volume	369,604	434,373	64,769	17.5%	2,212,364

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-290	116-222	115-295
R3	116-167	116-099	115-261
R2	116-044	116-044	115-250
R1	115-296	115-296	115-238	115-268
PP	115-241	115-241	115-241	115-228
S1	115-173	115-173	115-216	115-146
S2	115-118	115-118	115-204
S3	114-315	115-050	115-193
S4	114-192	114-247	115-159

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	116-227	115-182	1-045	1.0%	0-153	0.4%	12%	False	False	395,753
10	116-310	115-182	1-128	1.2%	0-172	0.5%	10%	False	False	434,355
20	117-170	115-182	1-308	1.7%	0-150	0.4%	7%	False	False	338,728

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	0-031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-193
2.618	116-312
1.618	116-189
1.000	116-113
0.618	116-066
HIGH	115-310
0.618	115-263
0.500	115-248
0.382	115-234
LOW	115-187
0.618	115-111
1.000	115-064
1.618	114-308
2.618	114-185
4.250	113-304

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	115-248	115-310
PP	115-241	115-282
S1	115-234	115-254

Download as Excel Spreadsheet

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

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