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 |
|
|
|
| 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 |
|