ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-265 |
116-015 |
0-070 |
0.2% |
115-060 |
| High |
116-060 |
116-270 |
0-210 |
0.6% |
116-100 |
| Low |
115-240 |
116-010 |
0-090 |
0.2% |
114-310 |
| Close |
116-010 |
116-240 |
0-230 |
0.6% |
116-010 |
| Range |
0-140 |
0-260 |
0-120 |
85.7% |
1-110 |
| ATR |
0-214 |
0-217 |
0-003 |
1.5% |
0-000 |
| Volume |
998,453 |
574,469 |
-423,984 |
-42.5% |
3,222,464 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-313 |
118-217 |
117-063 |
|
| R3 |
118-053 |
117-277 |
116-312 |
|
| R2 |
117-113 |
117-113 |
116-288 |
|
| R1 |
117-017 |
117-017 |
116-264 |
117-065 |
| PP |
116-173 |
116-173 |
116-173 |
116-198 |
| S1 |
116-077 |
116-077 |
116-216 |
116-125 |
| S2 |
115-233 |
115-233 |
116-192 |
|
| S3 |
114-293 |
115-137 |
116-168 |
|
| S4 |
114-033 |
114-197 |
116-097 |
|
|
| 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 |
116-270 |
115-180 |
1-090 |
1.1% |
0-191 |
0.5% |
93% |
True |
False |
773,696 |
| 10 |
116-270 |
114-285 |
1-305 |
1.7% |
0-194 |
0.5% |
95% |
True |
False |
576,940 |
| 20 |
118-215 |
114-285 |
3-250 |
3.2% |
0-206 |
0.6% |
49% |
False |
False |
621,796 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-209 |
0.6% |
33% |
False |
False |
523,619 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-209 |
0.6% |
33% |
False |
False |
350,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-095 |
|
2.618 |
118-311 |
|
1.618 |
118-051 |
|
1.000 |
117-210 |
|
0.618 |
117-111 |
|
HIGH |
116-270 |
|
0.618 |
116-171 |
|
0.500 |
116-140 |
|
0.382 |
116-109 |
|
LOW |
116-010 |
|
0.618 |
115-169 |
|
1.000 |
115-070 |
|
1.618 |
114-229 |
|
2.618 |
113-289 |
|
4.250 |
112-185 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-207 |
116-183 |
| PP |
116-173 |
116-127 |
| S1 |
116-140 |
116-070 |
|