ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
115-275 |
-0-085 |
-0.2% |
115-150 |
| High |
116-055 |
116-015 |
-0-040 |
-0.1% |
115-275 |
| Low |
115-205 |
115-180 |
-0-025 |
-0.1% |
114-285 |
| Close |
115-310 |
115-270 |
-0-040 |
-0.1% |
115-145 |
| Range |
0-170 |
0-155 |
-0-015 |
-8.8% |
0-310 |
| ATR |
0-224 |
0-219 |
-0-005 |
-2.2% |
0-000 |
| Volume |
750,738 |
854,859 |
104,121 |
13.9% |
974,015 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-087 |
117-013 |
116-035 |
|
| R3 |
116-252 |
116-178 |
115-313 |
|
| R2 |
116-097 |
116-097 |
115-298 |
|
| R1 |
116-023 |
116-023 |
115-284 |
115-302 |
| PP |
115-262 |
115-262 |
115-262 |
115-241 |
| S1 |
115-188 |
115-188 |
115-256 |
115-148 |
| S2 |
115-107 |
115-107 |
115-242 |
|
| S3 |
114-272 |
115-033 |
115-227 |
|
| S4 |
114-117 |
114-198 |
115-185 |
|
|
| 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% |
0-213 |
0.6% |
69% |
False |
False |
578,922 |
| 10 |
116-230 |
114-285 |
1-265 |
1.6% |
0-190 |
0.5% |
52% |
False |
False |
499,050 |
| 20 |
119-000 |
114-285 |
4-035 |
3.5% |
0-207 |
0.6% |
23% |
False |
False |
640,174 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-205 |
0.6% |
17% |
False |
False |
467,741 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
17% |
False |
False |
312,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-034 |
|
2.618 |
117-101 |
|
1.618 |
116-266 |
|
1.000 |
116-170 |
|
0.618 |
116-111 |
|
HIGH |
116-015 |
|
0.618 |
115-276 |
|
0.500 |
115-258 |
|
0.382 |
115-239 |
|
LOW |
115-180 |
|
0.618 |
115-084 |
|
1.000 |
115-025 |
|
1.618 |
114-249 |
|
2.618 |
114-094 |
|
4.250 |
113-161 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-266 |
115-292 |
| PP |
115-262 |
115-285 |
| S1 |
115-258 |
115-278 |
|