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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 3 trading days
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

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These figures are updated between 7pm and 10pm EST after a trading day.

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