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 |
|
|
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 |
|