ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 117-270 117-200 -0-070 -0.2% 117-100
High 118-090 117-280 -0-130 -0.3% 118-015
Low 117-180 117-080 -0-100 -0.3% 116-300
Close 117-210 117-225 0-015 0.0% 117-290
Range 0-230 0-200 -0-030 -13.0% 1-035
ATR 0-201 0-201 0-000 0.0% 0-000
Volume 765,667 1,068,542 302,875 39.6% 3,806,940
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-155 119-070 118-015
R3 118-275 118-190 117-280
R2 118-075 118-075 117-262
R1 117-310 117-310 117-243 118-032
PP 117-195 117-195 117-195 117-216
S1 117-110 117-110 117-207 117-152
S2 116-315 116-315 117-188
S3 116-115 116-230 117-170
S4 115-235 116-030 117-115
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
5 118-090 117-080 1-010 0.9% 0-164 0.4% 44% False True 913,746
10 118-090 116-085 2-005 1.7% 0-188 0.5% 71% False False 900,284
20 118-090 114-285 3-125 2.9% 0-193 0.5% 83% False False 773,923
40 120-150 114-285 5-185 4.7% 0-209 0.6% 50% False False 736,539
60 120-150 114-285 5-185 4.7% 0-202 0.5% 50% False False 515,934
80 120-150 114-285 5-185 4.7% 0-204 0.5% 50% False False 387,254
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-170
2.618 119-164
1.618 118-284
1.000 118-160
0.618 118-084
HIGH 117-280
0.618 117-204
0.500 117-180
0.382 117-156
LOW 117-080
0.618 116-276
1.000 116-200
1.618 116-076
2.618 115-196
4.250 114-190
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 117-210 117-245
PP 117-195 117-238
S1 117-180 117-232

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

View Archives - Comment on this page... - Back to Index of Symbols