ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 115-060 115-210 0-150 0.4% 115-150
High 115-235 116-085 0-170 0.5% 115-275
Low 114-310 115-190 0-200 0.5% 114-285
Close 115-170 116-065 0-215 0.6% 115-145
Range 0-245 0-215 -0-030 -12.2% 0-310
ATR 0-227 0-227 0-001 0.3% 0-000
Volume 315,230 611,675 296,445 94.0% 974,015
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-012 117-253 116-183
R3 117-117 117-038 116-124
R2 116-222 116-222 116-104
R1 116-143 116-143 116-085 116-182
PP 116-007 116-007 116-007 116-026
S1 115-248 115-248 116-045 115-288
S2 115-112 115-112 116-026
S3 114-217 115-033 116-006
S4 114-002 114-138 115-267
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
5 116-085 114-285 1-120 1.2% 0-197 0.5% 95% True False 380,184
10 118-080 114-285 3-115 2.9% 0-210 0.6% 39% False False 479,537
20 119-060 114-285 4-095 3.7% 0-224 0.6% 31% False False 646,691
40 120-150 114-285 5-185 4.8% 0-205 0.6% 24% False False 427,776
60 120-150 114-285 5-185 4.8% 0-211 0.6% 24% False False 285,616
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-039
2.618 118-008
1.618 117-113
1.000 116-300
0.618 116-218
HIGH 116-085
0.618 116-003
0.500 115-298
0.382 115-272
LOW 115-190
0.618 115-057
1.000 114-295
1.618 114-162
2.618 113-267
4.250 112-236
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 116-036 115-318
PP 116-007 115-252
S1 115-298 115-185

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

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