ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	114-230	114-120	-0-110	-0.3%	117-060
High	114-280	114-120	-0-160	-0.4%	117-060
Low	114-230	114-120	-0-110	-0.3%	115-220
Close	114-230	114-100	-0-130	-0.4%	116-060
Range	0-050	0-000	-0-050	-100.0%	1-160
ATR	0-198	0-192	-0-006	-3.2%	0-000
Volume

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-113	114-107	114-100
R3	114-113	114-107	114-100
R2	114-113	114-113	114-100
R1	114-107	114-107	114-100	114-110
PP	114-113	114-113	114-113	114-115
S1	114-107	114-107	114-100	114-110
S2	114-113	114-113	114-100
S3	114-113	114-107	114-100
S4	114-113	114-107	114-100

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	114-120	2-090	2.0%	0-014	0.0%	-3%	False	True
10	117-060	114-120	2-260	2.5%	0-088	0.2%	-2%	False	True	4

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	114-120
2.618	114-120
1.618	114-120
1.000	114-120
0.618	114-120
HIGH	114-120
0.618	114-120
0.500	114-120
0.382	114-120
LOW	114-120
0.618	114-120
1.000	114-120
1.618	114-120
2.618	114-120
4.250	114-120

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	114-120	114-200
PP	114-113	114-167
S1	114-107	114-133

Download as Excel Spreadsheet

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

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