ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-275 |
115-255 |
-0-020 |
-0.1% |
115-060 |
| High |
116-015 |
116-100 |
0-085 |
0.2% |
116-100 |
| Low |
115-180 |
115-190 |
0-010 |
0.0% |
114-310 |
| Close |
115-270 |
116-010 |
0-060 |
0.2% |
116-010 |
| Range |
0-155 |
0-230 |
0-075 |
48.4% |
1-110 |
| ATR |
0-219 |
0-220 |
0-001 |
0.4% |
0-000 |
| Volume |
854,859 |
689,962 |
-164,897 |
-19.3% |
3,222,464 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-043 |
117-257 |
116-136 |
|
| R3 |
117-133 |
117-027 |
116-073 |
|
| R2 |
116-223 |
116-223 |
116-052 |
|
| R1 |
116-117 |
116-117 |
116-031 |
116-170 |
| PP |
115-313 |
115-313 |
115-313 |
116-020 |
| S1 |
115-207 |
115-207 |
115-309 |
115-260 |
| S2 |
115-083 |
115-083 |
115-288 |
|
| S3 |
114-173 |
114-297 |
115-267 |
|
| S4 |
113-263 |
114-067 |
115-204 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-257 |
119-083 |
116-246 |
|
| R3 |
118-147 |
117-293 |
116-128 |
|
| R2 |
117-037 |
117-037 |
116-089 |
|
| R1 |
116-183 |
116-183 |
116-049 |
116-270 |
| PP |
115-247 |
115-247 |
115-247 |
115-290 |
| S1 |
115-073 |
115-073 |
115-291 |
115-160 |
| S2 |
114-137 |
114-137 |
115-251 |
|
| S3 |
113-027 |
113-283 |
115-212 |
|
| S4 |
111-237 |
112-173 |
115-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-100 |
114-310 |
1-110 |
1.2% |
0-203 |
0.5% |
79% |
True |
False |
644,492 |
| 10 |
116-170 |
114-285 |
1-205 |
1.4% |
0-194 |
0.5% |
70% |
False |
False |
512,024 |
| 20 |
119-000 |
114-285 |
4-035 |
3.5% |
0-207 |
0.6% |
28% |
False |
False |
618,109 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
20% |
False |
False |
484,949 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
20% |
False |
False |
323,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-118 |
|
2.618 |
118-062 |
|
1.618 |
117-152 |
|
1.000 |
117-010 |
|
0.618 |
116-242 |
|
HIGH |
116-100 |
|
0.618 |
116-012 |
|
0.500 |
115-305 |
|
0.382 |
115-278 |
|
LOW |
115-190 |
|
0.618 |
115-048 |
|
1.000 |
114-280 |
|
1.618 |
114-138 |
|
2.618 |
113-228 |
|
4.250 |
112-172 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-002 |
116-000 |
| PP |
115-313 |
115-310 |
| S1 |
115-305 |
115-300 |
|