ECBOT 10 Year T-Note Future June 2010

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

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	114-070	114-120	0-050	0.1%	114-270
High	114-130	114-120	-0-010	0.0%	114-280
Low	114-070	113-180	-0-210	-0.6%	114-120
Close	114-140	114-020	-0-120	-0.3%	114-100
Range	0-060	0-260	0-200	333.3%	0-160
ATR	0-171	0-179	0-008	4.5%	0-000
Volume	52	12	-40	-76.9%	0

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-140	116-020	114-163
R3	115-200	115-080	114-092
R2	114-260	114-260	114-068
R1	114-140	114-140	114-044	114-070
PP	114-000	114-000	114-000	113-285
S1	113-200	113-200	113-316	113-130
S2	113-060	113-060	113-292
S3	112-120	112-260	113-268
S4	111-180	112-000	113-197

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-007	115-213	114-188
R3	115-167	115-053	114-144
R2	115-007	115-007	114-129
R1	114-213	114-213	114-115	114-190
PP	114-167	114-167	114-167	114-155
S1	114-053	114-053	114-085	114-030
S2	114-007	114-007	114-071
S3	113-167	113-213	114-056
S4	113-007	113-053	114-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-130	113-180	0-270	0.7%	0-106	0.3%	59%	False	True	23
10	116-210	113-180	3-030	2.7%	0-070	0.2%	16%	False	True	12

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	0-001
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	117-265
2.618	116-161
1.618	115-221
1.000	115-060
0.618	114-281
HIGH	114-120
0.618	114-021
0.500	113-310
0.382	113-279
LOW	113-180
0.618	113-019
1.000	112-240
1.618	112-079
2.618	111-139
4.250	110-035

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	114-010	114-012
PP	114-000	114-003
S1	113-310	113-315

Download as Excel Spreadsheet

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

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