ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 115-260 116-130 0-190 0.5% 116-060
High 116-060 116-280 0-220 0.6% 116-280
Low 115-260 115-270 0-010 0.0% 115-260
Close 116-060 116-210 0-150 0.4% 116-210
Range 0-120 1-010 0-210 175.0% 1-020
ATR 0-169 0-180 0-012 6.8% 0-000
Volume 3,272 4,673 1,401 42.8% 13,093
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-177 119-043 117-072
R3 118-167 118-033 116-301
R2 117-157 117-157 116-270
R1 117-023 117-023 116-240 117-090
PP 116-147 116-147 116-147 116-180
S1 116-013 116-013 116-180 116-080
S2 115-137 115-137 116-150
S3 114-127 115-003 116-119
S4 113-117 113-313 116-028
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-203 119-067 117-077
R3 118-183 118-047 116-304
R2 117-163 117-163 116-272
R1 117-027 117-027 116-241 117-095
PP 116-143 116-143 116-143 116-178
S1 116-007 116-007 116-179 116-075
S2 115-123 115-123 116-148
S3 114-103 114-307 116-116
S4 113-083 113-287 116-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-280 115-260 1-020 0.9% 0-160 0.4% 79% True False 2,618
10 116-280 115-070 1-210 1.4% 0-147 0.4% 87% True False 2,000
20 116-280 113-180 3-100 2.8% 0-166 0.4% 93% True False 1,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 121-082
2.618 119-184
1.618 118-174
1.000 117-290
0.618 117-164
HIGH 116-280
0.618 116-154
0.500 116-115
0.382 116-076
LOW 115-270
0.618 115-066
1.000 114-260
1.618 114-056
2.618 113-046
4.250 111-148
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 116-178 116-177
PP 116-147 116-143
S1 116-115 116-110

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

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