ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-015 |
116-250 |
0-235 |
0.6% |
115-060 |
| High |
116-270 |
116-270 |
0-000 |
0.0% |
116-100 |
| Low |
116-010 |
116-080 |
0-070 |
0.2% |
114-310 |
| Close |
116-240 |
116-125 |
-0-115 |
-0.3% |
116-010 |
| Range |
0-260 |
0-190 |
-0-070 |
-26.9% |
1-110 |
| ATR |
0-217 |
0-215 |
-0-002 |
-0.9% |
0-000 |
| Volume |
574,469 |
957,871 |
383,402 |
66.7% |
3,222,464 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-088 |
117-297 |
116-230 |
|
| R3 |
117-218 |
117-107 |
116-177 |
|
| R2 |
117-028 |
117-028 |
116-160 |
|
| R1 |
116-237 |
116-237 |
116-142 |
116-198 |
| PP |
116-158 |
116-158 |
116-158 |
116-139 |
| S1 |
116-047 |
116-047 |
116-108 |
116-008 |
| S2 |
115-288 |
115-288 |
116-090 |
|
| S3 |
115-098 |
115-177 |
116-073 |
|
| S4 |
114-228 |
114-307 |
116-020 |
|
|
| 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% |
0-195 |
0.5% |
65% |
True |
False |
815,122 |
| 10 |
116-270 |
114-285 |
1-305 |
1.7% |
0-198 |
0.5% |
77% |
True |
False |
647,562 |
| 20 |
118-080 |
114-285 |
3-115 |
2.9% |
0-200 |
0.5% |
45% |
False |
False |
630,031 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
27% |
False |
False |
547,540 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-209 |
0.6% |
27% |
False |
False |
366,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-118 |
|
2.618 |
118-127 |
|
1.618 |
117-257 |
|
1.000 |
117-140 |
|
0.618 |
117-067 |
|
HIGH |
116-270 |
|
0.618 |
116-197 |
|
0.500 |
116-175 |
|
0.382 |
116-153 |
|
LOW |
116-080 |
|
0.618 |
115-283 |
|
1.000 |
115-210 |
|
1.618 |
115-093 |
|
2.618 |
114-223 |
|
4.250 |
113-232 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-175 |
116-115 |
| PP |
116-158 |
116-105 |
| S1 |
116-142 |
116-095 |
|