ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 114-100 114-090 -0-010 0.0% 114-100
High 114-250 114-150 -0-100 -0.3% 114-130
Low 114-090 114-070 -0-020 -0.1% 113-180
Close 114-240 114-160 -0-080 -0.2% 114-020
Range 0-160 0-080 -0-080 -50.0% 0-270
ATR 0-183 0-182 -0-001 -0.5% 0-000
Volume 62 16 -46 -74.2% 116
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 115-047 115-023 114-204
R3 114-287 114-263 114-182
R2 114-207 114-207 114-175
R1 114-183 114-183 114-167 114-195
PP 114-127 114-127 114-127 114-132
S1 114-103 114-103 114-153 114-115
S2 114-047 114-047 114-145
S3 113-287 114-023 114-138
S4 113-207 113-263 114-116
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-173 116-047 114-168
R3 115-223 115-097 114-094
R2 114-273 114-273 114-070
R1 114-147 114-147 114-045 114-075
PP 114-003 114-003 114-003 113-288
S1 113-197 113-197 113-315 113-125
S2 113-053 113-053 113-290
S3 112-103 112-247 113-266
S4 111-153 111-297 113-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 113-180 1-070 1.1% 0-154 0.4% 77% False False 111
10 114-280 113-180 1-100 1.1% 0-105 0.3% 71% False False 60
20 117-210 113-180 4-030 3.6% 0-110 0.3% 23% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-170
2.618 115-039
1.618 114-279
1.000 114-230
0.618 114-199
HIGH 114-150
0.618 114-119
0.500 114-110
0.382 114-101
LOW 114-070
0.618 114-021
1.000 113-310
1.618 113-261
2.618 113-181
4.250 113-050
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 114-143 114-130
PP 114-127 114-100
S1 114-110 114-070

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

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