ECBOT 10 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 |
115-245 |
115-060 |
-0-185 |
-0.5% |
115-150 |
| High |
115-245 |
115-235 |
-0-010 |
0.0% |
115-275 |
| Low |
114-285 |
114-310 |
0-025 |
0.1% |
114-285 |
| Close |
115-145 |
115-170 |
0-025 |
0.1% |
115-145 |
| Range |
0-280 |
0-245 |
-0-035 |
-12.5% |
0-310 |
| ATR |
0-225 |
0-227 |
0-001 |
0.6% |
0-000 |
| Volume |
362,111 |
315,230 |
-46,881 |
-12.9% |
974,015 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-227 |
117-123 |
115-305 |
|
| R3 |
116-302 |
116-198 |
115-237 |
|
| R2 |
116-057 |
116-057 |
115-215 |
|
| R1 |
115-273 |
115-273 |
115-192 |
116-005 |
| PP |
115-132 |
115-132 |
115-132 |
115-158 |
| S1 |
115-028 |
115-028 |
115-148 |
115-080 |
| S2 |
114-207 |
114-207 |
115-125 |
|
| S3 |
113-282 |
114-103 |
115-103 |
|
| S4 |
113-037 |
113-178 |
115-035 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-098 |
117-272 |
115-316 |
|
| R3 |
117-108 |
116-282 |
115-230 |
|
| R2 |
116-118 |
116-118 |
115-202 |
|
| R1 |
115-292 |
115-292 |
115-173 |
115-210 |
| PP |
115-128 |
115-128 |
115-128 |
115-088 |
| S1 |
114-302 |
114-302 |
115-117 |
114-220 |
| S2 |
114-138 |
114-138 |
115-088 |
|
| S3 |
113-148 |
113-312 |
115-060 |
|
| S4 |
112-158 |
113-002 |
114-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-080 |
114-285 |
1-115 |
1.2% |
0-192 |
0.5% |
47% |
False |
False |
326,138 |
| 10 |
118-080 |
114-285 |
3-115 |
2.9% |
0-206 |
0.6% |
19% |
False |
False |
493,124 |
| 20 |
119-200 |
114-285 |
4-235 |
4.1% |
0-222 |
0.6% |
14% |
False |
False |
652,635 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-206 |
0.6% |
11% |
False |
False |
412,508 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-212 |
0.6% |
11% |
False |
False |
275,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-316 |
|
2.618 |
117-236 |
|
1.618 |
116-311 |
|
1.000 |
116-160 |
|
0.618 |
116-066 |
|
HIGH |
115-235 |
|
0.618 |
115-141 |
|
0.500 |
115-112 |
|
0.382 |
115-084 |
|
LOW |
114-310 |
|
0.618 |
114-159 |
|
1.000 |
114-065 |
|
1.618 |
113-234 |
|
2.618 |
112-309 |
|
4.250 |
111-229 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-151 |
115-153 |
| PP |
115-132 |
115-137 |
| S1 |
115-112 |
115-120 |
|