ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 117-100 117-040 -0-060 -0.2% 115-265
High 117-170 117-195 0-025 0.1% 117-140
Low 116-300 117-035 0-055 0.1% 115-240
Close 117-025 117-130 0-105 0.3% 117-090
Range 0-190 0-160 -0-030 -15.8% 1-220
ATR 0-216 0-212 -0-003 -1.5% 0-000
Volume 945,694 848,586 -97,108 -10.3% 4,348,862
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-280 118-205 117-218
R3 118-120 118-045 117-174
R2 117-280 117-280 117-159
R1 117-205 117-205 117-145 117-242
PP 117-120 117-120 117-120 117-139
S1 117-045 117-045 117-115 117-082
S2 116-280 116-280 117-101
S3 116-120 116-205 117-086
S4 115-280 116-045 117-042
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
5 117-195 116-080 1-115 1.2% 0-200 0.5% 85% True False 914,044
10 117-195 115-180 2-015 1.7% 0-196 0.5% 90% True False 843,870
20 118-080 114-285 3-115 2.9% 0-203 0.5% 75% False False 661,703
40 120-150 114-285 5-185 4.8% 0-212 0.6% 45% False False 636,257
60 120-150 114-285 5-185 4.8% 0-209 0.6% 45% False False 426,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-235
2.618 118-294
1.618 118-134
1.000 118-035
0.618 117-294
HIGH 117-195
0.618 117-134
0.500 117-115
0.382 117-096
LOW 117-035
0.618 116-256
1.000 116-195
1.618 116-096
2.618 115-256
4.250 114-315
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 117-125 117-102
PP 117-120 117-073
S1 117-115 117-045

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

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