ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-100 |
116-225 |
0-125 |
0.3% |
115-265 |
| High |
116-300 |
117-140 |
0-160 |
0.4% |
117-140 |
| Low |
116-085 |
116-215 |
0-130 |
0.3% |
115-240 |
| Close |
116-240 |
117-090 |
0-170 |
0.5% |
117-090 |
| Range |
0-215 |
0-245 |
0-030 |
14.0% |
1-220 |
| ATR |
0-215 |
0-218 |
0-002 |
1.0% |
0-000 |
| Volume |
937,304 |
880,765 |
-56,539 |
-6.0% |
4,348,862 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-137 |
119-038 |
117-225 |
|
| R3 |
118-212 |
118-113 |
117-157 |
|
| R2 |
117-287 |
117-287 |
117-135 |
|
| R1 |
117-188 |
117-188 |
117-112 |
117-238 |
| PP |
117-042 |
117-042 |
117-042 |
117-066 |
| S1 |
116-263 |
116-263 |
117-068 |
116-312 |
| S2 |
116-117 |
116-117 |
117-045 |
|
| S3 |
115-192 |
116-018 |
117-023 |
|
| S4 |
114-267 |
115-093 |
116-275 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-087 |
118-067 |
|
| R3 |
120-063 |
119-187 |
117-238 |
|
| R2 |
118-163 |
118-163 |
117-189 |
|
| R1 |
117-287 |
117-287 |
117-140 |
118-065 |
| PP |
116-263 |
116-263 |
116-263 |
116-312 |
| S1 |
116-067 |
116-067 |
117-040 |
116-165 |
| S2 |
115-043 |
115-043 |
116-311 |
|
| S3 |
113-143 |
114-167 |
116-262 |
|
| S4 |
111-243 |
112-267 |
116-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-140 |
115-240 |
1-220 |
1.4% |
0-210 |
0.6% |
91% |
True |
False |
869,772 |
| 10 |
117-140 |
114-310 |
2-150 |
2.1% |
0-206 |
0.6% |
94% |
True |
False |
757,132 |
| 20 |
118-080 |
114-285 |
3-115 |
2.9% |
0-205 |
0.5% |
71% |
False |
False |
634,469 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-210 |
0.6% |
43% |
False |
False |
592,594 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-211 |
0.6% |
43% |
False |
False |
396,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-221 |
|
2.618 |
119-141 |
|
1.618 |
118-216 |
|
1.000 |
118-065 |
|
0.618 |
117-291 |
|
HIGH |
117-140 |
|
0.618 |
117-046 |
|
0.500 |
117-018 |
|
0.382 |
116-309 |
|
LOW |
116-215 |
|
0.618 |
116-064 |
|
1.000 |
115-290 |
|
1.618 |
115-139 |
|
2.618 |
114-214 |
|
4.250 |
113-134 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-066 |
117-043 |
| PP |
117-042 |
116-317 |
| S1 |
117-018 |
116-270 |
|