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 |
|
|
|
| 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 |
|