ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
117-270 |
117-200 |
-0-070 |
-0.2% |
117-100 |
| High |
118-090 |
117-280 |
-0-130 |
-0.3% |
118-015 |
| Low |
117-180 |
117-080 |
-0-100 |
-0.3% |
116-300 |
| Close |
117-210 |
117-225 |
0-015 |
0.0% |
117-290 |
| Range |
0-230 |
0-200 |
-0-030 |
-13.0% |
1-035 |
| ATR |
0-201 |
0-201 |
0-000 |
0.0% |
0-000 |
| Volume |
765,667 |
1,068,542 |
302,875 |
39.6% |
3,806,940 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-155 |
119-070 |
118-015 |
|
| R3 |
118-275 |
118-190 |
117-280 |
|
| R2 |
118-075 |
118-075 |
117-262 |
|
| R1 |
117-310 |
117-310 |
117-243 |
118-032 |
| PP |
117-195 |
117-195 |
117-195 |
117-216 |
| S1 |
117-110 |
117-110 |
117-207 |
117-152 |
| S2 |
116-315 |
116-315 |
117-188 |
|
| S3 |
116-115 |
116-230 |
117-170 |
|
| S4 |
115-235 |
116-030 |
117-115 |
|
|
| 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 |
117-080 |
1-010 |
0.9% |
0-164 |
0.4% |
44% |
False |
True |
913,746 |
| 10 |
118-090 |
116-085 |
2-005 |
1.7% |
0-188 |
0.5% |
71% |
False |
False |
900,284 |
| 20 |
118-090 |
114-285 |
3-125 |
2.9% |
0-193 |
0.5% |
83% |
False |
False |
773,923 |
| 40 |
120-150 |
114-285 |
5-185 |
4.7% |
0-209 |
0.6% |
50% |
False |
False |
736,539 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-202 |
0.5% |
50% |
False |
False |
515,934 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
50% |
False |
False |
387,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-170 |
|
2.618 |
119-164 |
|
1.618 |
118-284 |
|
1.000 |
118-160 |
|
0.618 |
118-084 |
|
HIGH |
117-280 |
|
0.618 |
117-204 |
|
0.500 |
117-180 |
|
0.382 |
117-156 |
|
LOW |
117-080 |
|
0.618 |
116-276 |
|
1.000 |
116-200 |
|
1.618 |
116-076 |
|
2.618 |
115-196 |
|
4.250 |
114-190 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-210 |
117-245 |
| PP |
117-195 |
117-238 |
| S1 |
117-180 |
117-232 |
|