ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-250 |
116-100 |
-0-150 |
-0.4% |
115-060 |
| High |
116-270 |
116-300 |
0-030 |
0.1% |
116-100 |
| Low |
116-080 |
116-085 |
0-005 |
0.0% |
114-310 |
| Close |
116-125 |
116-240 |
0-115 |
0.3% |
116-010 |
| Range |
0-190 |
0-215 |
0-025 |
13.2% |
1-110 |
| ATR |
0-215 |
0-215 |
0-000 |
0.0% |
0-000 |
| Volume |
957,871 |
937,304 |
-20,567 |
-2.1% |
3,222,464 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-213 |
118-122 |
117-038 |
|
| R3 |
117-318 |
117-227 |
116-299 |
|
| R2 |
117-103 |
117-103 |
116-279 |
|
| R1 |
117-012 |
117-012 |
116-260 |
117-058 |
| PP |
116-208 |
116-208 |
116-208 |
116-231 |
| S1 |
116-117 |
116-117 |
116-220 |
116-162 |
| S2 |
115-313 |
115-313 |
116-201 |
|
| S3 |
115-098 |
115-222 |
116-181 |
|
| S4 |
114-203 |
115-007 |
116-122 |
|
|
| 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 |
116-300 |
115-190 |
1-110 |
1.2% |
0-207 |
0.6% |
86% |
True |
False |
831,611 |
| 10 |
116-300 |
114-285 |
2-015 |
1.8% |
0-210 |
0.6% |
91% |
True |
False |
705,267 |
| 20 |
118-080 |
114-285 |
3-115 |
2.9% |
0-200 |
0.5% |
55% |
False |
False |
634,715 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-211 |
0.6% |
33% |
False |
False |
570,732 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-209 |
0.6% |
33% |
False |
False |
381,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-254 |
|
2.618 |
118-223 |
|
1.618 |
118-008 |
|
1.000 |
117-195 |
|
0.618 |
117-113 |
|
HIGH |
116-300 |
|
0.618 |
116-218 |
|
0.500 |
116-192 |
|
0.382 |
116-167 |
|
LOW |
116-085 |
|
0.618 |
115-272 |
|
1.000 |
115-190 |
|
1.618 |
115-057 |
|
2.618 |
114-162 |
|
4.250 |
113-131 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-224 |
116-212 |
| PP |
116-208 |
116-183 |
| S1 |
116-192 |
116-155 |
|