ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	114-207	114-080	-0-127	-0.3%	114-165
High	114-215	114-202	-0-013	0.0%	114-215
Low	113-317	114-020	0-023	0.1%	113-317
Close	114-122	114-175	0-053	0.1%	114-122
Range	0-218	0-182	-0-036	-16.5%	0-218
ATR	0-160	0-161	0-002	1.0%	0-000
Volume	157,321	171,620	14,299	9.1%	324,974

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-038	115-289	114-275
R3	115-176	115-107	114-225
R2	114-314	114-314	114-208
R1	114-245	114-245	114-192	114-280
PP	114-132	114-132	114-132	114-150
S1	114-063	114-063	114-158	114-098
S2	113-270	113-270	114-142
S3	113-088	113-201	114-125
S4	112-226	113-019	114-075

Weekly Pivots for week ending 01-Jan-2010
	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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-150	113-317	1-153	1.3%	0-148	0.4%	38%	False	False	195,482
10	116-155	113-317	2-158	2.2%	0-147	0.4%	22%	False	False	298,196
20	117-170	113-317	3-173	3.1%	0-158	0.4%	16%	False	False	358,452
40	117-170	113-317	3-173	3.1%	0-130	0.4%	16%	False	False	204,028

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-016
2.618	116-038
1.618	115-176
1.000	115-064
0.618	114-314
HIGH	114-202
0.618	114-132
0.500	114-111
0.382	114-090
LOW	114-020
0.618	113-228
1.000	113-158
1.618	113-046
2.618	112-184
4.250	111-206

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	114-154	114-152
PP	114-132	114-129
S1	114-111	114-106

Download as Excel Spreadsheet

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

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