ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 114-090 114-000 -0-090 -0.2% 114-100
High 114-150 114-160 0-010 0.0% 114-130
Low 114-070 114-000 -0-070 -0.2% 113-180
Close 114-160 114-120 -0-040 -0.1% 114-020
Range 0-080 0-160 0-080 100.0% 0-270
ATR 0-182 0-181 -0-002 -0.9% 0-000
Volume 16 10 -6 -37.5% 116
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 115-253 115-187 114-208
R3 115-093 115-027 114-164
R2 114-253 114-253 114-149
R1 114-187 114-187 114-135 114-220
PP 114-093 114-093 114-093 114-110
S1 114-027 114-027 114-105 114-060
S2 113-253 113-253 114-091
S3 113-093 113-187 114-076
S4 112-253 113-027 114-032
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-173 116-047 114-168
R3 115-223 115-097 114-094
R2 114-273 114-273 114-070
R1 114-147 114-147 114-045 114-075
PP 114-003 114-003 114-003 113-288
S1 113-197 113-197 113-315 113-125
S2 113-053 113-053 113-290
S3 112-103 112-247 113-266
S4 111-153 111-297 113-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 113-180 1-070 1.1% 0-174 0.5% 67% False False 102
10 114-280 113-180 1-100 1.1% 0-119 0.3% 62% False False 61
20 117-210 113-180 4-030 3.6% 0-108 0.3% 20% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-200
2.618 115-259
1.618 115-099
1.000 115-000
0.618 114-259
HIGH 114-160
0.618 114-099
0.500 114-080
0.382 114-061
LOW 114-000
0.618 113-221
1.000 113-160
1.618 113-061
2.618 112-221
4.250 111-280
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 114-107 114-125
PP 114-093 114-123
S1 114-080 114-122

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

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