ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-042 |
116-040 |
-0-002 |
0.0% |
115-237 |
| High |
116-067 |
116-135 |
0-068 |
0.2% |
116-077 |
| Low |
116-005 |
116-020 |
0-015 |
0.0% |
115-170 |
| Close |
116-040 |
116-052 |
0-012 |
0.0% |
116-060 |
| Range |
0-062 |
0-115 |
0-053 |
85.5% |
0-227 |
| ATR |
0-134 |
0-132 |
-0-001 |
-1.0% |
0-000 |
| Volume |
442,675 |
287,005 |
-155,670 |
-35.2% |
1,490,539 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-094 |
117-028 |
116-115 |
|
| R3 |
116-299 |
116-233 |
116-084 |
|
| R2 |
116-184 |
116-184 |
116-073 |
|
| R1 |
116-118 |
116-118 |
116-063 |
116-151 |
| PP |
116-069 |
116-069 |
116-069 |
116-086 |
| S1 |
116-003 |
116-003 |
116-041 |
116-036 |
| S2 |
115-274 |
115-274 |
116-031 |
|
| S3 |
115-159 |
115-208 |
116-020 |
|
| S4 |
115-044 |
115-093 |
115-309 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-037 |
117-275 |
116-185 |
|
| R3 |
117-130 |
117-048 |
116-122 |
|
| R2 |
116-223 |
116-223 |
116-102 |
|
| R1 |
116-141 |
116-141 |
116-081 |
116-182 |
| PP |
115-316 |
115-316 |
115-316 |
116-016 |
| S1 |
115-234 |
115-234 |
116-039 |
115-275 |
| S2 |
115-089 |
115-089 |
116-018 |
|
| S3 |
114-182 |
115-007 |
115-318 |
|
| S4 |
113-275 |
114-100 |
115-255 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-304 |
|
2.618 |
117-116 |
|
1.618 |
117-001 |
|
1.000 |
116-250 |
|
0.618 |
116-206 |
|
HIGH |
116-135 |
|
0.618 |
116-091 |
|
0.500 |
116-078 |
|
0.382 |
116-064 |
|
LOW |
116-020 |
|
0.618 |
115-269 |
|
1.000 |
115-225 |
|
1.618 |
115-154 |
|
2.618 |
115-039 |
|
4.250 |
114-171 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-078 |
116-070 |
| PP |
116-069 |
116-064 |
| S1 |
116-060 |
116-058 |
|