ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
117-200 |
117-270 |
0-070 |
0.2% |
117-245 |
High |
117-280 |
118-140 |
0-180 |
0.5% |
118-140 |
Low |
117-080 |
117-110 |
0-030 |
0.1% |
117-080 |
Close |
117-225 |
118-050 |
0-145 |
0.4% |
118-050 |
Range |
0-200 |
1-030 |
0-150 |
75.0% |
1-060 |
ATR |
0-201 |
0-212 |
0-011 |
5.3% |
0-000 |
Volume |
1,068,542 |
1,184,205 |
115,663 |
10.8% |
4,562,043 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-083 |
120-257 |
118-242 |
|
R3 |
120-053 |
119-227 |
118-146 |
|
R2 |
119-023 |
119-023 |
118-114 |
|
R1 |
118-197 |
118-197 |
118-082 |
118-270 |
PP |
117-313 |
117-313 |
117-313 |
118-030 |
S1 |
117-167 |
117-167 |
118-018 |
117-240 |
S2 |
116-283 |
116-283 |
117-306 |
|
S3 |
115-253 |
116-137 |
117-274 |
|
S4 |
114-223 |
115-107 |
117-178 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-163 |
121-007 |
118-259 |
|
R3 |
120-103 |
119-267 |
118-154 |
|
R2 |
119-043 |
119-043 |
118-120 |
|
R1 |
118-207 |
118-207 |
118-085 |
118-285 |
PP |
117-303 |
117-303 |
117-303 |
118-022 |
S1 |
117-147 |
117-147 |
118-015 |
117-225 |
S2 |
116-243 |
116-243 |
117-300 |
|
S3 |
115-183 |
116-087 |
117-266 |
|
S4 |
114-123 |
115-027 |
117-161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-140 |
117-080 |
1-060 |
1.0% |
0-213 |
0.6% |
76% |
True |
False |
912,408 |
10 |
118-140 |
116-215 |
1-245 |
1.5% |
0-201 |
0.5% |
84% |
True |
False |
924,974 |
20 |
118-140 |
114-285 |
3-175 |
3.0% |
0-206 |
0.5% |
92% |
True |
False |
815,121 |
40 |
120-000 |
114-285 |
5-035 |
4.3% |
0-208 |
0.5% |
64% |
False |
False |
746,227 |
60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-203 |
0.5% |
59% |
False |
False |
535,605 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
59% |
False |
False |
402,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-028 |
2.618 |
121-096 |
1.618 |
120-066 |
1.000 |
119-170 |
0.618 |
119-036 |
HIGH |
118-140 |
0.618 |
118-006 |
0.500 |
117-285 |
0.382 |
117-244 |
LOW |
117-110 |
0.618 |
116-214 |
1.000 |
116-080 |
1.618 |
115-184 |
2.618 |
114-154 |
4.250 |
112-222 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
118-022 |
118-017 |
PP |
117-313 |
117-303 |
S1 |
117-285 |
117-270 |
|