ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
117-130 |
117-290 |
0-160 |
0.4% |
117-100 |
High |
117-300 |
118-015 |
0-035 |
0.1% |
118-015 |
Low |
117-055 |
117-230 |
0-175 |
0.5% |
116-300 |
Close |
117-260 |
117-290 |
0-030 |
0.1% |
117-290 |
Range |
0-245 |
0-105 |
-0-140 |
-57.1% |
1-035 |
ATR |
0-215 |
0-207 |
-0-008 |
-3.6% |
0-000 |
Volume |
821,765 |
1,190,895 |
369,130 |
44.9% |
3,806,940 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-280 |
118-230 |
118-028 |
|
R3 |
118-175 |
118-125 |
117-319 |
|
R2 |
118-070 |
118-070 |
117-309 |
|
R1 |
118-020 |
118-020 |
117-300 |
118-022 |
PP |
117-285 |
117-285 |
117-285 |
117-286 |
S1 |
117-235 |
117-235 |
117-280 |
117-238 |
S2 |
117-180 |
117-180 |
117-271 |
|
S3 |
117-075 |
117-130 |
117-261 |
|
S4 |
116-290 |
117-025 |
117-232 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-307 |
120-173 |
118-165 |
|
R3 |
119-272 |
119-138 |
118-068 |
|
R2 |
118-237 |
118-237 |
118-035 |
|
R1 |
118-103 |
118-103 |
118-003 |
118-170 |
PP |
117-202 |
117-202 |
117-202 |
117-235 |
S1 |
117-068 |
117-068 |
117-257 |
117-135 |
S2 |
116-167 |
116-167 |
117-225 |
|
S3 |
115-132 |
116-033 |
117-192 |
|
S4 |
114-097 |
114-318 |
117-095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-015 |
116-215 |
1-120 |
1.2% |
0-189 |
0.5% |
90% |
True |
False |
937,541 |
10 |
118-015 |
115-190 |
2-145 |
2.1% |
0-198 |
0.5% |
94% |
True |
False |
884,576 |
20 |
118-015 |
114-285 |
3-050 |
2.7% |
0-194 |
0.5% |
96% |
True |
False |
691,813 |
40 |
120-150 |
114-285 |
5-185 |
4.7% |
0-212 |
0.6% |
54% |
False |
False |
684,538 |
60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-211 |
0.6% |
54% |
False |
False |
459,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-141 |
2.618 |
118-290 |
1.618 |
118-185 |
1.000 |
118-120 |
0.618 |
118-080 |
HIGH |
118-015 |
0.618 |
117-295 |
0.500 |
117-282 |
0.382 |
117-270 |
LOW |
117-230 |
0.618 |
117-165 |
1.000 |
117-125 |
1.618 |
117-060 |
2.618 |
116-275 |
4.250 |
116-104 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
117-288 |
117-255 |
PP |
117-285 |
117-220 |
S1 |
117-282 |
117-185 |
|