ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 114-260 115-000 0-060 0.2% 114-070
High 115-080 115-050 -0-030 -0.1% 114-250
Low 114-260 114-220 -0-040 -0.1% 113-210
Close 115-060 114-250 -0-130 -0.4% 114-150
Range 0-140 0-150 0-010 7.1% 1-040
ATR 0-185 0-183 -0-002 -1.0% 0-000
Volume 85 85 0 0.0% 586
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-090 116-000 115-012
R3 115-260 115-170 114-291
R2 115-110 115-110 114-278
R1 115-020 115-020 114-264 114-310
PP 114-280 114-280 114-280 114-265
S1 114-190 114-190 114-236 114-160
S2 114-130 114-130 114-222
S3 113-300 114-040 114-209
S4 113-150 113-210 114-168
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
5 115-080 114-000 1-080 1.1% 0-160 0.4% 63% False False 70
10 115-080 113-180 1-220 1.5% 0-157 0.4% 72% False False 90
20 117-060 113-180 3-200 3.2% 0-118 0.3% 34% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-048
2.618 116-123
1.618 115-293
1.000 115-200
0.618 115-143
HIGH 115-050
0.618 114-313
0.500 114-295
0.382 114-277
LOW 114-220
0.618 114-127
1.000 114-070
1.618 113-297
2.618 113-147
4.250 112-222
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 114-295 114-242
PP 114-280 114-233
S1 114-265 114-225

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

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