ECBOT 10 Year T-Note Future June 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 114-000 114-160 0-160 0.4% 114-070
High 114-160 114-250 0-090 0.2% 114-250
Low 114-000 114-040 0-040 0.1% 113-210
Close 114-120 114-150 0-030 0.1% 114-150
Range 0-160 0-210 0-050 31.3% 1-040
ATR 0-181 0-183 0-002 1.2% 0-000
Volume 10 85 75 750.0% 586
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-137 116-033 114-266
R3 115-247 115-143 114-208
R2 115-037 115-037 114-188
R1 114-253 114-253 114-169 114-200
PP 114-147 114-147 114-147 114-120
S1 114-043 114-043 114-131 113-310
S2 113-257 113-257 114-112
S3 113-047 113-153 114-092
S4 112-157 112-263 114-034
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-217 117-063 115-028
R3 116-177 116-023 114-249
R2 115-137 115-137 114-216
R1 114-303 114-303 114-183 115-060
PP 114-097 114-097 114-097 114-135
S1 113-263 113-263 114-117 114-020
S2 113-057 113-057 114-084
S3 112-017 112-223 114-051
S4 110-297 111-183 113-272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 113-210 1-040 1.0% 0-164 0.4% 72% True False 117
10 114-250 113-180 1-070 1.1% 0-135 0.4% 74% True False 70
20 117-160 113-180 3-300 3.4% 0-115 0.3% 23% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-182
2.618 116-160
1.618 115-270
1.000 115-140
0.618 115-060
HIGH 114-250
0.618 114-170
0.500 114-145
0.382 114-120
LOW 114-040
0.618 113-230
1.000 113-150
1.618 113-020
2.618 112-130
4.250 111-108
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 114-148 114-142
PP 114-147 114-133
S1 114-145 114-125

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

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