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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-060
Widest range in 35 trading days
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

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

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