ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-225 |
117-100 |
0-195 |
0.5% |
115-265 |
| High |
117-140 |
117-170 |
0-030 |
0.1% |
117-140 |
| Low |
116-215 |
116-300 |
0-085 |
0.2% |
115-240 |
| Close |
117-090 |
117-025 |
-0-065 |
-0.2% |
117-090 |
| Range |
0-245 |
0-190 |
-0-055 |
-22.4% |
1-220 |
| ATR |
0-218 |
0-216 |
-0-002 |
-0.9% |
0-000 |
| Volume |
880,765 |
945,694 |
64,929 |
7.4% |
4,348,862 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-308 |
118-197 |
117-130 |
|
| R3 |
118-118 |
118-007 |
117-077 |
|
| R2 |
117-248 |
117-248 |
117-060 |
|
| R1 |
117-137 |
117-137 |
117-042 |
117-098 |
| PP |
117-058 |
117-058 |
117-058 |
117-039 |
| S1 |
116-267 |
116-267 |
117-008 |
116-228 |
| S2 |
116-188 |
116-188 |
116-310 |
|
| S3 |
115-318 |
116-077 |
116-293 |
|
| S4 |
115-128 |
115-207 |
116-240 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-087 |
118-067 |
|
| R3 |
120-063 |
119-187 |
117-238 |
|
| R2 |
118-163 |
118-163 |
117-189 |
|
| R1 |
117-287 |
117-287 |
117-140 |
118-065 |
| PP |
116-263 |
116-263 |
116-263 |
116-312 |
| S1 |
116-067 |
116-067 |
117-040 |
116-165 |
| S2 |
115-043 |
115-043 |
116-311 |
|
| S3 |
113-143 |
114-167 |
116-262 |
|
| S4 |
111-243 |
112-267 |
116-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-170 |
116-010 |
1-160 |
1.3% |
0-220 |
0.6% |
70% |
True |
False |
859,220 |
| 10 |
117-170 |
115-180 |
1-310 |
1.7% |
0-201 |
0.5% |
77% |
True |
False |
820,179 |
| 20 |
118-080 |
114-285 |
3-115 |
2.9% |
0-204 |
0.5% |
65% |
False |
False |
656,651 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-211 |
0.6% |
39% |
False |
False |
615,810 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-211 |
0.6% |
39% |
False |
False |
412,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-018 |
|
2.618 |
119-027 |
|
1.618 |
118-157 |
|
1.000 |
118-040 |
|
0.618 |
117-287 |
|
HIGH |
117-170 |
|
0.618 |
117-097 |
|
0.500 |
117-075 |
|
0.382 |
117-053 |
|
LOW |
116-300 |
|
0.618 |
116-183 |
|
1.000 |
116-110 |
|
1.618 |
115-313 |
|
2.618 |
115-123 |
|
4.250 |
114-132 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-075 |
117-006 |
| PP |
117-058 |
116-307 |
| S1 |
117-042 |
116-288 |
|