ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-255 |
115-265 |
0-010 |
0.0% |
115-060 |
| High |
116-100 |
116-060 |
-0-040 |
-0.1% |
116-100 |
| Low |
115-190 |
115-240 |
0-050 |
0.1% |
114-310 |
| Close |
116-010 |
116-010 |
0-000 |
0.0% |
116-010 |
| Range |
0-230 |
0-140 |
-0-090 |
-39.1% |
1-110 |
| ATR |
0-220 |
0-214 |
-0-006 |
-2.6% |
0-000 |
| Volume |
689,962 |
998,453 |
308,491 |
44.7% |
3,222,464 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-097 |
117-033 |
116-087 |
|
| R3 |
116-277 |
116-213 |
116-048 |
|
| R2 |
116-137 |
116-137 |
116-036 |
|
| R1 |
116-073 |
116-073 |
116-023 |
116-105 |
| PP |
115-317 |
115-317 |
115-317 |
116-012 |
| S1 |
115-253 |
115-253 |
115-317 |
115-285 |
| S2 |
115-177 |
115-177 |
115-304 |
|
| S3 |
115-037 |
115-113 |
115-292 |
|
| S4 |
114-217 |
114-293 |
115-253 |
|
|
| 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 |
115-180 |
0-240 |
0.6% |
0-182 |
0.5% |
63% |
False |
False |
781,137 |
| 10 |
116-100 |
114-285 |
1-135 |
1.2% |
0-187 |
0.5% |
80% |
False |
False |
553,637 |
| 20 |
118-305 |
114-285 |
4-020 |
3.5% |
0-200 |
0.5% |
28% |
False |
False |
634,807 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
20% |
False |
False |
509,681 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
20% |
False |
False |
340,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-015 |
|
2.618 |
117-107 |
|
1.618 |
116-287 |
|
1.000 |
116-200 |
|
0.618 |
116-147 |
|
HIGH |
116-060 |
|
0.618 |
116-007 |
|
0.500 |
115-310 |
|
0.382 |
115-293 |
|
LOW |
115-240 |
|
0.618 |
115-153 |
|
1.000 |
115-100 |
|
1.618 |
115-013 |
|
2.618 |
114-193 |
|
4.250 |
113-285 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-003 |
116-000 |
| PP |
115-317 |
115-310 |
| S1 |
115-310 |
115-300 |
|