ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	114-165	114-207	0-042	0.1%	115-145
High	114-215	114-215	0-000	0.0%	115-150
Low	114-112	113-317	-0-115	-0.3%	114-237
Close	114-205	114-122	-0-083	-0.2%	114-247
Range	0-103	0-218	0-115	111.7%	0-233
ATR	0-155	0-160	0-004	2.9%	0-000
Volume	167,653	157,321	-10,332	-6.2%	480,817

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-125	116-022	114-242
R3	115-227	115-124	114-182
R2	115-009	115-009	114-162
R1	114-226	114-226	114-142	114-168
PP	114-111	114-111	114-111	114-083
S1	114-008	114-008	114-102	113-270
S2	113-213	113-213	114-082
S3	112-315	113-110	114-062
S4	112-097	112-212	114-002

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	113-317	2-120	2.1%	0-138	0.4%	16%	False	True	238,663
10	116-227	113-317	2-230	2.4%	0-145	0.4%	14%	False	True	317,208
20	117-170	113-317	3-173	3.1%	0-156	0.4%	11%	False	True	364,754
40	117-170	113-317	3-173	3.1%	0-130	0.4%	11%	False	True	199,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	117-182
2.618	116-146
1.618	115-248
1.000	115-113
0.618	115-030
HIGH	114-215
0.618	114-132
0.500	114-106
0.382	114-080
LOW	113-317
0.618	113-182
1.000	113-099
1.618	112-284
2.618	112-066
4.250	111-030

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	114-117	114-178
PP	114-111	114-160
S1	114-106	114-141

Download as Excel Spreadsheet

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

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