ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 116-060 116-170 0-110 0.3% 115-210
High 116-070 116-170 0-100 0.3% 116-150
Low 116-000 116-080 0-080 0.2% 115-160
Close 116-050 116-090 0-040 0.1% 116-110
Range 0-070 0-090 0-020 28.6% 0-310
ATR 0-175 0-171 -0-004 -2.3% 0-000
Volume 1,661 564 -1,097 -66.0% 5,554
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-063 117-007 116-140
R3 116-293 116-237 116-115
R2 116-203 116-203 116-106
R1 116-147 116-147 116-098 116-130
PP 116-113 116-113 116-113 116-105
S1 116-057 116-057 116-082 116-040
S2 116-023 116-023 116-074
S3 115-253 115-287 116-065
S4 115-163 115-197 116-040
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
5 116-170 115-240 0-250 0.7% 0-100 0.3% 68% True False 1,397
10 116-170 114-050 2-120 2.0% 0-147 0.4% 89% True False 993
20 116-170 113-180 2-310 2.6% 0-148 0.4% 92% True False 536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-232
2.618 117-086
1.618 116-316
1.000 116-260
0.618 116-226
HIGH 116-170
0.618 116-136
0.500 116-125
0.382 116-114
LOW 116-080
0.618 116-024
1.000 115-310
1.618 115-254
2.618 115-164
4.250 115-018
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 116-125 116-088
PP 116-113 116-087
S1 116-102 116-085

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

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