ECBOT 10 Year T-Note Future March 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 |
117-245 |
117-235 |
-0-010 |
0.0% |
117-100 |
High |
117-280 |
118-070 |
0-110 |
0.3% |
118-015 |
Low |
117-175 |
117-210 |
0-035 |
0.1% |
116-300 |
Close |
117-235 |
117-265 |
0-030 |
0.1% |
117-290 |
Range |
0-105 |
0-180 |
0-075 |
71.4% |
1-035 |
ATR |
0-200 |
0-199 |
-0-001 |
-0.7% |
0-000 |
Volume |
960,238 |
583,391 |
-376,847 |
-39.2% |
3,806,940 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-188 |
119-087 |
118-044 |
|
R3 |
119-008 |
118-227 |
117-314 |
|
R2 |
118-148 |
118-148 |
117-298 |
|
R1 |
118-047 |
118-047 |
117-282 |
118-098 |
PP |
117-288 |
117-288 |
117-288 |
117-314 |
S1 |
117-187 |
117-187 |
117-248 |
117-238 |
S2 |
117-108 |
117-108 |
117-232 |
|
S3 |
116-248 |
117-007 |
117-216 |
|
S4 |
116-068 |
116-147 |
117-166 |
|
|
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 |
118-070 |
117-035 |
1-035 |
0.9% |
0-159 |
0.4% |
65% |
True |
False |
880,975 |
10 |
118-070 |
116-010 |
2-060 |
1.9% |
0-190 |
0.5% |
82% |
True |
False |
870,097 |
20 |
118-070 |
114-285 |
3-105 |
2.8% |
0-188 |
0.5% |
88% |
True |
False |
711,867 |
40 |
120-150 |
114-285 |
5-185 |
4.7% |
0-210 |
0.6% |
53% |
False |
False |
713,876 |
60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-203 |
0.5% |
53% |
False |
False |
485,446 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
53% |
False |
False |
364,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-195 |
2.618 |
119-221 |
1.618 |
119-041 |
1.000 |
118-250 |
0.618 |
118-181 |
HIGH |
118-070 |
0.618 |
118-001 |
0.500 |
117-300 |
0.382 |
117-279 |
LOW |
117-210 |
0.618 |
117-099 |
1.000 |
117-030 |
1.618 |
116-239 |
2.618 |
116-059 |
4.250 |
115-085 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
117-300 |
117-282 |
PP |
117-288 |
117-277 |
S1 |
117-277 |
117-271 |
|