ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	114-270	114-230	-0-040	-0.1%	117-060
High	114-270	114-280	0-010	0.0%	117-060
Low	114-250	114-230	-0-020	-0.1%	115-220
Close	114-270	114-230	-0-040	-0.1%	116-060
Range	0-020	0-050	0-030	150.0%	1-160
ATR	0-000	0-198	0-198		0-000
Volume

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-077	115-043	114-258
R3	115-027	114-313	114-244
R2	114-297	114-297	114-239
R1	114-263	114-263	114-235	114-255
PP	114-247	114-247	114-247	114-242
S1	114-213	114-213	114-225	114-205
S2	114-197	114-197	114-221
S3	114-147	114-163	114-216
S4	114-097	114-113	114-202

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-273	120-007	117-004
R3	119-113	118-167	116-192
R2	117-273	117-273	116-148
R1	117-007	117-007	116-104	116-220
PP	116-113	116-113	116-113	116-060
S1	115-167	115-167	116-016	115-060
S2	114-273	114-273	115-292
S3	113-113	114-007	115-248
S4	111-273	112-167	115-116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-210	114-230	1-300	1.7%	0-034	0.1%	0%	False	True	2
10	117-160	114-230	2-250	2.4%	0-095	0.3%	0%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-172
2.618	115-091
1.618	115-041
1.000	115-010
0.618	114-311
HIGH	114-280
0.618	114-261
0.500	114-255
0.382	114-249
LOW	114-230
0.618	114-199
1.000	114-180
1.618	114-149
2.618	114-099
4.250	114-018

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	114-255	115-150
PP	114-247	115-070
S1	114-238	114-310

Download as Excel Spreadsheet

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

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