ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	115-260	115-280	0-020	0.1%	114-050
High	116-000	116-110	0-110	0.3%	115-240
Low	115-240	115-250	0-010	0.0%	114-050
Close	115-270	116-080	0-130	0.4%	115-230
Range	0-080	0-180	0-100	125.0%	1-190
ATR	0-189	0-188	-0-001	-0.3%	0-000
Volume	565	269	-296	-52.4%	2,241

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-260	117-190	116-179
R3	117-080	117-010	116-130
R2	116-220	116-220	116-113
R1	116-150	116-150	116-096	116-185
PP	116-040	116-040	116-040	116-058
S1	115-290	115-290	116-064	116-005
S2	115-180	115-180	116-047
S3	115-000	115-110	116-030
S4	114-140	114-250	115-301

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-317	119-143	116-190
R3	118-127	117-273	116-050
R2	116-257	116-257	116-004
R1	116-083	116-083	115-277	116-170
PP	115-067	115-067	115-067	115-110
S1	114-213	114-213	115-183	114-300
S2	113-197	113-197	115-136
S3	112-007	113-023	115-090
S4	110-137	111-153	114-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-110	114-050	2-060	1.9%	0-188	0.5%	96%	True	False	722
10	116-110	114-000	2-110	2.0%	0-174	0.5%	96%	True	False	396
20	116-110	113-180	2-250	2.4%	0-140	0.4%	97%	True	False	228

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	0-024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-235
2.618	117-261
1.618	117-081
1.000	116-290
0.618	116-221
HIGH	116-110
0.618	116-041
0.500	116-020
0.382	115-319
LOW	115-250
0.618	115-139
1.000	115-070
1.618	114-279
2.618	114-099
4.250	113-125

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	116-060	116-045
PP	116-040	116-010
S1	116-020	115-295

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