ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	114-317	114-165	-0-152	-0.4%	115-145
High	115-040	114-215	-0-145	-0.4%	115-150
Low	114-237	114-112	-0-125	-0.3%	114-237
Close	114-247	114-205	-0-042	-0.1%	114-247
Range	0-123	0-103	-0-020	-16.3%	0-233
ATR	0-157	0-155	-0-002	-1.0%	0-000
Volume	198,766	167,653	-31,113	-15.7%	480,817

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-166	115-129	114-262
R3	115-063	115-026	114-233
R2	114-280	114-280	114-224
R1	114-243	114-243	114-214	114-262
PP	114-177	114-177	114-177	114-187
S1	114-140	114-140	114-196	114-158
S2	114-074	114-074	114-186
S3	113-291	114-037	114-177
S4	113-188	113-254	114-148

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-057	116-225	115-055
R3	116-144	115-312	114-311
R2	115-231	115-231	114-290
R1	115-079	115-079	114-268	115-038
PP	114-318	114-318	114-318	114-298
S1	114-166	114-166	114-226	114-126
S2	114-085	114-085	114-204
S3	113-172	113-253	114-183
S4	112-259	113-020	114-119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-117	114-112	2-005	1.8%	0-119	0.3%	14%	False	True	294,074
10	116-295	114-112	2-183	2.2%	0-133	0.4%	11%	False	True	346,304
20	117-170	114-112	3-058	2.8%	0-150	0.4%	9%	False	True	371,772
40	117-170	114-112	3-058	2.8%	0-128	0.3%	9%	False	True	195,812

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	0-033
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	116-013
2.618	115-165
1.618	115-062
1.000	114-318
0.618	114-279
HIGH	114-215
0.618	114-176
0.500	114-164
0.382	114-151
LOW	114-112
0.618	114-048
1.000	114-009
1.618	113-265
2.618	113-162
4.250	112-314

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	114-191	114-291
PP	114-177	114-262
S1	114-164	114-234

Download as Excel Spreadsheet

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

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