ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 116-110 116-060 -0-050 -0.1% 115-210
High 116-150 116-070 -0-080 -0.2% 116-150
Low 116-070 116-000 -0-070 -0.2% 115-160
Close 116-110 116-050 -0-060 -0.2% 116-110
Range 0-080 0-070 -0-010 -12.5% 0-310
ATR 0-180 0-175 -0-005 -2.8% 0-000
Volume 3,928 1,661 -2,267 -57.7% 5,554
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-250 116-220 116-088
R3 116-180 116-150 116-069
R2 116-110 116-110 116-063
R1 116-080 116-080 116-056 116-060
PP 116-040 116-040 116-040 116-030
S1 116-010 116-010 116-044 115-310
S2 115-290 115-290 116-037
S3 115-220 115-260 116-031
S4 115-150 115-190 116-012
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-003 118-207 116-280
R3 118-013 117-217 116-195
R2 117-023 117-023 116-167
R1 116-227 116-227 116-138 116-285
PP 116-033 116-033 116-033 116-062
S1 115-237 115-237 116-082 115-295
S2 115-043 115-043 116-053
S3 114-053 114-247 116-025
S4 113-063 113-257 115-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-150 115-160 0-310 0.8% 0-114 0.3% 68% False False 1,443
10 116-150 114-050 2-100 2.0% 0-152 0.4% 86% False False 945
20 116-150 113-180 2-290 2.5% 0-144 0.4% 89% False False 507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0-020
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 117-048
2.618 116-253
1.618 116-183
1.000 116-140
0.618 116-113
HIGH 116-070
0.618 116-043
0.500 116-035
0.382 116-027
LOW 116-000
0.618 115-277
1.000 115-250
1.618 115-207
2.618 115-137
4.250 115-022
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 116-045 116-047
PP 116-040 116-043
S1 116-035 116-040

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

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