ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-285 |
115-005 |
0-040 |
0.1% |
114-080 |
| High |
115-040 |
115-150 |
0-110 |
0.3% |
115-062 |
| Low |
114-265 |
115-005 |
0-060 |
0.2% |
114-020 |
| Close |
115-010 |
115-127 |
0-117 |
0.3% |
115-002 |
| Range |
0-095 |
0-145 |
0-050 |
52.6% |
1-042 |
| ATR |
0-152 |
0-151 |
0-000 |
-0.3% |
0-000 |
| Volume |
441,871 |
242,002 |
-199,869 |
-45.2% |
1,691,397 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-209 |
116-153 |
115-207 |
|
| R3 |
116-064 |
116-008 |
115-167 |
|
| R2 |
115-239 |
115-239 |
115-154 |
|
| R1 |
115-183 |
115-183 |
115-140 |
115-211 |
| PP |
115-094 |
115-094 |
115-094 |
115-108 |
| S1 |
115-038 |
115-038 |
115-114 |
115-066 |
| S2 |
114-269 |
114-269 |
115-100 |
|
| S3 |
114-124 |
114-213 |
115-087 |
|
| S4 |
113-299 |
114-068 |
115-047 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-047 |
117-227 |
115-201 |
|
| R3 |
117-005 |
116-185 |
115-102 |
|
| R2 |
115-283 |
115-283 |
115-068 |
|
| R1 |
115-143 |
115-143 |
115-035 |
115-213 |
| PP |
114-241 |
114-241 |
114-241 |
114-276 |
| S1 |
114-101 |
114-101 |
114-289 |
114-171 |
| S2 |
113-199 |
113-199 |
114-256 |
|
| S3 |
112-157 |
113-059 |
114-222 |
|
| S4 |
111-115 |
112-017 |
114-123 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-126 |
|
2.618 |
116-210 |
|
1.618 |
116-065 |
|
1.000 |
115-295 |
|
0.618 |
115-240 |
|
HIGH |
115-150 |
|
0.618 |
115-095 |
|
0.500 |
115-078 |
|
0.382 |
115-060 |
|
LOW |
115-005 |
|
0.618 |
114-235 |
|
1.000 |
114-180 |
|
1.618 |
114-090 |
|
2.618 |
113-265 |
|
4.250 |
113-029 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-110 |
115-086 |
| PP |
115-094 |
115-045 |
| S1 |
115-078 |
115-004 |
|