ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 115-000 114-050 -0-270 -0.7% 114-070
High 115-050 115-080 0-030 0.1% 114-250
Low 114-220 114-050 -0-170 -0.5% 113-210
Close 114-250 115-070 0-140 0.4% 114-150
Range 0-150 1-030 0-200 133.3% 1-040
ATR 0-183 0-195 0-012 6.5% 0-000
Volume 85 629 544 640.0% 586
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-050 117-250 115-262
R3 117-020 116-220 115-166
R2 115-310 115-310 115-134
R1 115-190 115-190 115-102 115-250
PP 114-280 114-280 114-280 114-310
S1 114-160 114-160 115-038 114-220
S2 113-250 113-250 115-006
S3 112-220 113-130 114-294
S4 111-190 112-100 114-198
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
5 115-080 114-040 1-040 1.0% 0-198 0.5% 97% True False 193
10 115-080 113-180 1-220 1.5% 0-186 0.5% 98% True False 148
20 116-210 113-180 3-030 2.7% 0-120 0.3% 54% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 119-288
2.618 118-036
1.618 117-006
1.000 116-110
0.618 115-296
HIGH 115-080
0.618 114-266
0.500 114-225
0.382 114-184
LOW 114-050
0.618 113-154
1.000 113-020
1.618 112-124
2.618 111-094
4.250 109-162
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 115-015 115-015
PP 114-280 114-280
S1 114-225 114-225

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

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