ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 117-290 117-245 -0-045 -0.1% 117-100
High 118-015 117-280 -0-055 -0.1% 118-015
Low 117-230 117-175 -0-055 -0.1% 116-300
Close 117-290 117-235 -0-055 -0.1% 117-290
Range 0-105 0-105 0-000 0.0% 1-035
ATR 0-207 0-200 -0-007 -3.2% 0-000
Volume 1,190,895 960,238 -230,657 -19.4% 3,806,940
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-225 118-175 117-293
R3 118-120 118-070 117-264
R2 118-015 118-015 117-254
R1 117-285 117-285 117-245 117-258
PP 117-230 117-230 117-230 117-216
S1 117-180 117-180 117-225 117-152
S2 117-125 117-125 117-216
S3 117-020 117-075 117-206
S4 116-235 116-290 117-177
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
5 118-015 116-300 1-035 0.9% 0-161 0.4% 72% False False 953,435
10 118-015 115-240 2-095 2.0% 0-186 0.5% 86% False False 911,604
20 118-015 114-285 3-050 2.7% 0-190 0.5% 90% False False 711,814
40 120-150 114-285 5-185 4.7% 0-210 0.6% 51% False False 705,436
60 120-150 114-285 5-185 4.7% 0-205 0.5% 51% False False 475,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Fibonacci Retracements and Extensions
4.250 119-086
2.618 118-235
1.618 118-130
1.000 118-065
0.618 118-025
HIGH 117-280
0.618 117-240
0.500 117-228
0.382 117-215
LOW 117-175
0.618 117-110
1.000 117-070
1.618 117-005
2.618 116-220
4.250 116-049
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 117-232 117-222
PP 117-230 117-208
S1 117-228 117-195

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

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