ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
117-040 |
117-130 |
0-090 |
0.2% |
115-265 |
| High |
117-195 |
117-300 |
0-105 |
0.3% |
117-140 |
| Low |
117-035 |
117-055 |
0-020 |
0.1% |
115-240 |
| Close |
117-130 |
117-260 |
0-130 |
0.3% |
117-090 |
| Range |
0-160 |
0-245 |
0-085 |
53.1% |
1-220 |
| ATR |
0-212 |
0-215 |
0-002 |
1.1% |
0-000 |
| Volume |
848,586 |
821,765 |
-26,821 |
-3.2% |
4,348,862 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-300 |
119-205 |
118-075 |
|
| R3 |
119-055 |
118-280 |
118-007 |
|
| R2 |
118-130 |
118-130 |
117-305 |
|
| R1 |
118-035 |
118-035 |
117-282 |
118-082 |
| PP |
117-205 |
117-205 |
117-205 |
117-229 |
| S1 |
117-110 |
117-110 |
117-238 |
117-158 |
| S2 |
116-280 |
116-280 |
117-215 |
|
| S3 |
116-035 |
116-185 |
117-193 |
|
| S4 |
115-110 |
115-260 |
117-125 |
|
|
| 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 |
117-300 |
116-085 |
1-215 |
1.4% |
0-211 |
0.6% |
93% |
True |
False |
886,822 |
| 10 |
117-300 |
115-180 |
2-120 |
2.0% |
0-203 |
0.5% |
95% |
True |
False |
850,972 |
| 20 |
118-080 |
114-285 |
3-115 |
2.9% |
0-200 |
0.5% |
87% |
False |
False |
668,972 |
| 40 |
120-150 |
114-285 |
5-185 |
4.7% |
0-214 |
0.6% |
52% |
False |
False |
655,913 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-211 |
0.6% |
52% |
False |
False |
439,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-061 |
|
2.618 |
119-301 |
|
1.618 |
119-056 |
|
1.000 |
118-225 |
|
0.618 |
118-131 |
|
HIGH |
117-300 |
|
0.618 |
117-206 |
|
0.500 |
117-178 |
|
0.382 |
117-149 |
|
LOW |
117-055 |
|
0.618 |
116-224 |
|
1.000 |
116-130 |
|
1.618 |
115-299 |
|
2.618 |
115-054 |
|
4.250 |
113-294 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-232 |
117-220 |
| PP |
117-205 |
117-180 |
| S1 |
117-178 |
117-140 |
|