ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 114-160 114-050 -0-110 -0.3% 114-070
High 114-250 114-190 -0-060 -0.2% 114-250
Low 114-040 114-050 0-010 0.0% 113-210
Close 114-150 114-150 0-000 0.0% 114-150
Range 0-210 0-140 -0-070 -33.3% 1-040
ATR 0-183 0-180 -0-003 -1.7% 0-000
Volume 85 85 0 0.0% 586
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 115-230 115-170 114-227
R3 115-090 115-030 114-188
R2 114-270 114-270 114-176
R1 114-210 114-210 114-163 114-240
PP 114-130 114-130 114-130 114-145
S1 114-070 114-070 114-137 114-100
S2 113-310 113-310 114-124
S3 113-170 113-250 114-112
S4 113-030 113-110 114-073
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-217 117-063 115-028
R3 116-177 116-023 114-249
R2 115-137 115-137 114-216
R1 114-303 114-303 114-183 115-060
PP 114-097 114-097 114-097 114-135
S1 113-263 113-263 114-117 114-020
S2 113-057 113-057 114-084
S3 112-017 112-223 114-051
S4 110-297 111-183 113-272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 114-000 0-250 0.7% 0-150 0.4% 60% False False 51
10 114-250 113-180 1-070 1.1% 0-149 0.4% 74% False False 78
20 117-060 113-180 3-200 3.2% 0-118 0.3% 25% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-145
2.618 115-237
1.618 115-097
1.000 115-010
0.618 114-277
HIGH 114-190
0.618 114-137
0.500 114-120
0.382 114-103
LOW 114-050
0.618 113-283
1.000 113-230
1.618 113-143
2.618 113-003
4.250 112-095
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 114-140 114-142
PP 114-130 114-133
S1 114-120 114-125

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

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