ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	115-270	116-210	0-260	0.7%	116-160
High	116-050	116-210	0-160	0.4%	117-210
Low	115-270	116-210	0-260	0.7%	116-030
Close	115-270	116-210	0-260	0.7%	116-100
Range	0-100	0-000	-0-100	-100.0%	1-180
ATR
Volume	9	0	-9	-100.0%	34

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-210	116-210	116-210
R3	116-210	116-210	116-210
R2	116-210	116-210	116-210
R1	116-210	116-210	116-210	116-210
PP	116-210	116-210	116-210	116-210
S1	116-210	116-210	116-210	116-210
S2	116-210	116-210	116-210
S3	116-210	116-210	116-210
S4	116-210	116-210	116-210

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-120	120-130	117-055
R3	119-260	118-270	116-238
R2	118-080	118-080	116-192
R1	117-090	117-090	116-146	116-315
PP	116-220	116-220	116-220	116-172
S1	115-230	115-230	116-054	115-135
S2	115-040	115-040	116-008
S3	113-180	114-050	115-282
S4	112-000	112-190	115-145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-060	115-220	1-160	1.3%	0-130	0.3%	65%	False	False	8
10	117-210	115-220	1-310	1.7%	0-114	0.3%	49%	False	False	6

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	0-000
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	116-210
2.618	116-210
1.618	116-210
1.000	116-210
0.618	116-210
HIGH	116-210
0.618	116-210
0.500	116-210
0.382	116-210
LOW	116-210
0.618	116-210
1.000	116-210
1.618	116-210
2.618	116-210
4.250	116-210

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	116-210	116-158
PP	116-210	116-107
S1	116-210	116-055

Download as Excel Spreadsheet

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

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