ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 115-210 116-040 0-150 0.4% 115-150
High 116-085 116-055 -0-030 -0.1% 115-275
Low 115-190 115-205 0-015 0.0% 114-285
Close 116-065 115-310 -0-075 -0.2% 115-145
Range 0-215 0-170 -0-045 -20.9% 0-310
ATR 0-227 0-224 -0-003 -1.5% 0-000
Volume 611,675 750,738 139,063 22.7% 974,015
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-167 117-088 116-084
R3 116-317 116-238 116-037
R2 116-147 116-147 116-021
R1 116-068 116-068 116-006 116-022
PP 115-297 115-297 115-297 115-274
S1 115-218 115-218 115-294 115-172
S2 115-127 115-127 115-279
S3 114-277 115-048 115-263
S4 114-107 114-198 115-216
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% 0-201 0.5% 78% False False 480,002
10 118-080 114-285 3-115 2.9% 0-196 0.5% 32% False False 486,972
20 119-000 114-285 4-035 3.5% 0-221 0.6% 26% False False 644,824
40 120-150 114-285 5-185 4.8% 0-206 0.6% 19% False False 446,509
60 120-150 114-285 5-185 4.8% 0-211 0.6% 19% False False 298,127
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-138
2.618 117-180
1.618 117-010
1.000 116-225
0.618 116-160
HIGH 116-055
0.618 115-310
0.500 115-290
0.382 115-270
LOW 115-205
0.618 115-100
1.000 115-035
1.618 114-250
2.618 114-080
4.250 113-122
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 115-303 115-272
PP 115-297 115-235
S1 115-290 115-198

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

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