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 |
|
|
|
| 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 |
|