ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-210 |
116-040 |
0-150 |
0.4% |
115-150 |
| High |
116-085 |
116-055 |
-0-030 |
-0.1% |
115-275 |
| Low |
115-190 |
115-205 |
0-015 |
0.0% |
114-285 |
| Close |
116-065 |
115-310 |
-0-075 |
-0.2% |
115-145 |
| Range |
0-215 |
0-170 |
-0-045 |
-20.9% |
0-310 |
| ATR |
0-227 |
0-224 |
-0-003 |
-1.5% |
0-000 |
| Volume |
611,675 |
750,738 |
139,063 |
22.7% |
974,015 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-167 |
117-088 |
116-084 |
|
| R3 |
116-317 |
116-238 |
116-037 |
|
| R2 |
116-147 |
116-147 |
116-021 |
|
| R1 |
116-068 |
116-068 |
116-006 |
116-022 |
| PP |
115-297 |
115-297 |
115-297 |
115-274 |
| S1 |
115-218 |
115-218 |
115-294 |
115-172 |
| S2 |
115-127 |
115-127 |
115-279 |
|
| S3 |
114-277 |
115-048 |
115-263 |
|
| S4 |
114-107 |
114-198 |
115-216 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-098 |
117-272 |
115-316 |
|
| R3 |
117-108 |
116-282 |
115-230 |
|
| R2 |
116-118 |
116-118 |
115-202 |
|
| R1 |
115-292 |
115-292 |
115-173 |
115-210 |
| PP |
115-128 |
115-128 |
115-128 |
115-088 |
| S1 |
114-302 |
114-302 |
115-117 |
114-220 |
| S2 |
114-138 |
114-138 |
115-088 |
|
| S3 |
113-148 |
113-312 |
115-060 |
|
| S4 |
112-158 |
113-002 |
114-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-085 |
114-285 |
1-120 |
1.2% |
0-201 |
0.5% |
78% |
False |
False |
480,002 |
| 10 |
118-080 |
114-285 |
3-115 |
2.9% |
0-196 |
0.5% |
32% |
False |
False |
486,972 |
| 20 |
119-000 |
114-285 |
4-035 |
3.5% |
0-221 |
0.6% |
26% |
False |
False |
644,824 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-206 |
0.6% |
19% |
False |
False |
446,509 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-211 |
0.6% |
19% |
False |
False |
298,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-138 |
|
2.618 |
117-180 |
|
1.618 |
117-010 |
|
1.000 |
116-225 |
|
0.618 |
116-160 |
|
HIGH |
116-055 |
|
0.618 |
115-310 |
|
0.500 |
115-290 |
|
0.382 |
115-270 |
|
LOW |
115-205 |
|
0.618 |
115-100 |
|
1.000 |
115-035 |
|
1.618 |
114-250 |
|
2.618 |
114-080 |
|
4.250 |
113-122 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-303 |
115-272 |
| PP |
115-297 |
115-235 |
| S1 |
115-290 |
115-198 |
|