ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 117-130 117-290 0-160 0.4% 117-100
High 117-300 118-015 0-035 0.1% 118-015
Low 117-055 117-230 0-175 0.5% 116-300
Close 117-260 117-290 0-030 0.1% 117-290
Range 0-245 0-105 -0-140 -57.1% 1-035
ATR 0-215 0-207 -0-008 -3.6% 0-000
Volume 821,765 1,190,895 369,130 44.9% 3,806,940
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-280 118-230 118-028
R3 118-175 118-125 117-319
R2 118-070 118-070 117-309
R1 118-020 118-020 117-300 118-022
PP 117-285 117-285 117-285 117-286
S1 117-235 117-235 117-280 117-238
S2 117-180 117-180 117-271
S3 117-075 117-130 117-261
S4 116-290 117-025 117-232
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 120-307 120-173 118-165
R3 119-272 119-138 118-068
R2 118-237 118-237 118-035
R1 118-103 118-103 118-003 118-170
PP 117-202 117-202 117-202 117-235
S1 117-068 117-068 117-257 117-135
S2 116-167 116-167 117-225
S3 115-132 116-033 117-192
S4 114-097 114-318 117-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-015 116-215 1-120 1.2% 0-189 0.5% 90% True False 937,541
10 118-015 115-190 2-145 2.1% 0-198 0.5% 94% True False 884,576
20 118-015 114-285 3-050 2.7% 0-194 0.5% 96% True False 691,813
40 120-150 114-285 5-185 4.7% 0-212 0.6% 54% False False 684,538
60 120-150 114-285 5-185 4.7% 0-211 0.6% 54% False False 459,739
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 119-141
2.618 118-290
1.618 118-185
1.000 118-120
0.618 118-080
HIGH 118-015
0.618 117-295
0.500 117-282
0.382 117-270
LOW 117-230
0.618 117-165
1.000 117-125
1.618 117-060
2.618 116-275
4.250 116-104
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 117-288 117-255
PP 117-285 117-220
S1 117-282 117-185

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

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