ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	115-232	116-092	0-180	0.5%	116-057
High	115-310	116-117	0-127	0.3%	116-117
Low	115-187	115-305	0-118	0.3%	115-182
Close	115-227	115-307	0-080	0.2%	115-307
Range	0-123	0-132	0-009	7.3%	0-255
ATR	0-144	0-149	0-005	3.3%	0-000
Volume	434,373	387,527	-46,846	-10.8%	1,585,430

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-106	117-018	116-060
R3	116-294	116-206	116-023
R2	116-162	116-162	116-011
R1	116-074	116-074	115-319	116-052
PP	116-030	116-030	116-030	116-018
S1	115-262	115-262	115-295	115-240
S2	115-218	115-218	115-283
S3	115-086	115-130	115-271
S4	114-274	114-318	115-234

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-114	117-305	116-127
R3	117-179	117-050	116-057
R2	116-244	116-244	116-034
R1	116-115	116-115	116-010	116-052
PP	115-309	115-309	115-309	115-277
S1	115-180	115-180	115-284	115-117
S2	115-054	115-054	115-260
S3	114-119	114-245	115-237
S4	113-184	113-310	115-167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-155	115-182	0-293	0.8%	0-145	0.4%	43%	False	False	400,911
10	116-310	115-182	1-128	1.2%	0-169	0.5%	28%	False	False	430,604
20	117-170	115-182	1-308	1.7%	0-150	0.4%	20%	False	False	356,527

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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-038
2.618	117-143
1.618	117-011
1.000	116-249
0.618	116-199
HIGH	116-117
0.618	116-067
0.500	116-051
0.382	116-035
LOW	115-305
0.618	115-223
1.000	115-173
1.618	115-091
2.618	114-279
4.250	114-064

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	116-051	115-310
PP	116-030	115-309
S1	116-008	115-308

Download as Excel Spreadsheet

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

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