ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	114-262	114-235	-0-027	-0.1%	114-080
High	114-297	115-062	0-085	0.2%	115-062
Low	114-185	114-177	-0-008	0.0%	114-020
Close	114-255	115-002	0-067	0.2%	115-002
Range	0-112	0-205	0-093	83.0%	1-042
ATR	0-153	0-156	0-004	2.5%	0-000
Volume	473,208	357,551	-115,657	-24.4%	1,691,397

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-269	116-180	115-115
R3	116-064	115-295	115-058
R2	115-179	115-179	115-040
R1	115-090	115-090	115-021	115-134
PP	114-294	114-294	114-294	114-316
S1	114-205	114-205	114-303	114-250
S2	114-089	114-089	114-284
S3	113-204	114-000	114-266
S4	112-319	113-115	114-209

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-047	117-227	115-201
R3	117-005	116-185	115-102
R2	115-283	115-283	115-068
R1	115-143	115-143	115-035	115-213
PP	114-241	114-241	114-241	114-276
S1	114-101	114-101	114-289	114-171
S2	113-199	113-199	114-256
S3	112-157	113-059	114-222
S4	111-115	112-017	114-123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-062	114-020	1-042	1.0%	0-145	0.4%	83%	True	False	338,279
10	116-117	113-317	2-120	2.1%	0-141	0.4%	43%	False	False	288,471
20	116-310	113-317	2-313	2.6%	0-156	0.4%	34%	False	False	361,413
40	117-170	113-317	3-173	3.1%	0-133	0.4%	29%	False	False	242,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-293
2.618	116-279
1.618	116-074
1.000	115-267
0.618	115-189
HIGH	115-062
0.618	114-304
0.500	114-280
0.382	114-255
LOW	114-177
0.618	114-050
1.000	113-292
1.618	113-165
2.618	112-280
4.250	111-266

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	114-308	114-308
PP	114-294	114-294
S1	114-280	114-280

Download as Excel Spreadsheet

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

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