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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 3 trading days
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

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

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