ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 114-050 115-070 1-020 0.9% 114-050
High 115-080 115-240 0-160 0.4% 115-240
Low 114-050 115-070 1-020 0.9% 114-050
Close 115-070 115-230 0-160 0.4% 115-230
Range 1-030 0-170 -0-180 -51.4% 1-190
ATR 0-195 0-193 -0-002 -0.9% 0-000
Volume 629 1,357 728 115.7% 2,241
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-050 116-310 116-004
R3 116-200 116-140 115-277
R2 116-030 116-030 115-261
R1 115-290 115-290 115-246 116-000
PP 115-180 115-180 115-180 115-195
S1 115-120 115-120 115-214 115-150
S2 115-010 115-010 115-199
S3 114-160 114-270 115-183
S4 113-310 114-100 115-136
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-317 119-143 116-190
R3 118-127 117-273 116-050
R2 116-257 116-257 116-004
R1 116-083 116-083 115-277 116-170
PP 115-067 115-067 115-067 115-110
S1 114-213 114-213 115-183 114-300
S2 113-197 113-197 115-136
S3 112-007 113-023 115-090
S4 110-137 111-153 114-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-240 114-050 1-190 1.4% 0-190 0.5% 98% True False 448
10 115-240 113-210 2-030 1.8% 0-177 0.5% 99% True False 282
20 116-210 113-180 3-030 2.7% 0-124 0.3% 70% False False 147
Crabel Price Patterns
NR True
NR4 False
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-002
2.618 117-045
1.618 116-195
1.000 116-090
0.618 116-025
HIGH 115-240
0.618 115-175
0.500 115-155
0.382 115-135
LOW 115-070
0.618 114-285
1.000 114-220
1.618 114-115
2.618 113-265
4.250 112-308
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 115-205 115-148
PP 115-180 115-067
S1 115-155 114-305

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

View Archives - Comment on this page... - Back to Index of Symbols