ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 117-235 117-270 0-035 0.1% 117-100
High 118-070 118-090 0-020 0.1% 118-015
Low 117-210 117-180 -0-030 -0.1% 116-300
Close 117-265 117-210 -0-055 -0.1% 117-290
Range 0-180 0-230 0-050 27.8% 1-035
ATR 0-199 0-201 0-002 1.1% 0-000
Volume 583,391 765,667 182,276 31.2% 3,806,940
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-317 119-173 118-016
R3 119-087 118-263 117-273
R2 118-177 118-177 117-252
R1 118-033 118-033 117-231 117-310
PP 117-267 117-267 117-267 117-245
S1 117-123 117-123 117-189 117-080
S2 117-037 117-037 117-168
S3 116-127 116-213 117-147
S4 115-217 115-303 117-084
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
5 118-090 117-055 1-035 0.9% 0-173 0.5% 44% True False 864,391
10 118-090 116-080 2-010 1.7% 0-186 0.5% 69% True False 889,217
20 118-090 114-285 3-125 2.9% 0-190 0.5% 82% True False 733,078
40 120-150 114-285 5-185 4.7% 0-210 0.6% 50% False False 721,422
60 120-150 114-285 5-185 4.7% 0-203 0.5% 50% False False 498,179
80 120-150 114-285 5-185 4.7% 0-206 0.5% 50% False False 373,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-108
2.618 120-052
1.618 119-142
1.000 119-000
0.618 118-232
HIGH 118-090
0.618 118-002
0.500 117-295
0.382 117-268
LOW 117-180
0.618 117-038
1.000 116-270
1.618 116-128
2.618 115-218
4.250 114-162
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 117-295 117-292
PP 117-267 117-265
S1 117-238 117-238

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

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