ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	116-092	115-145	-0-267	-0.7%	116-057
High	116-117	115-150	-0-287	-0.8%	116-117
Low	115-305	115-035	-0-270	-0.7%	115-182
Close	115-307	115-060	-0-247	-0.7%	115-307
Range	0-132	0-115	-0-017	-12.9%	0-255
ATR	0-149	0-158	0-009	5.9%	0-000
Volume	387,527	282,051	-105,476	-27.2%	1,585,430

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-107	116-038	115-123
R3	115-312	115-243	115-092
R2	115-197	115-197	115-081
R1	115-128	115-128	115-071	115-105
PP	115-082	115-082	115-082	115-070
S1	115-013	115-013	115-049	114-310
S2	114-287	114-287	115-039
S3	114-172	114-218	115-028
S4	114-057	114-103	114-317

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	116-117	115-035	1-082	1.1%	0-135	0.4%	6%	False	True	373,496
10	116-310	115-035	1-275	1.6%	0-148	0.4%	4%	False	True	407,984
20	117-170	115-035	2-135	2.1%	0-150	0.4%	3%	False	True	365,626

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	116-319
2.618	116-131
1.618	116-016
1.000	115-265
0.618	115-221
HIGH	115-150
0.618	115-106
0.500	115-092
0.382	115-079
LOW	115-035
0.618	114-284
1.000	114-240
1.618	114-169
2.618	114-054
4.250	113-186

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	115-092	115-236
PP	115-082	115-177
S1	115-071	115-119

Download as Excel Spreadsheet

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

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