ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 115-070 115-210 0-140 0.4% 114-050
High 115-240 116-000 0-080 0.2% 115-240
Low 115-070 115-160 0-090 0.2% 114-050
Close 115-230 115-160 -0-070 -0.2% 115-230
Range 0-170 0-160 -0-010 -5.9% 1-190
ATR 0-193 0-191 -0-002 -1.2% 0-000
Volume 1,357 792 -565 -41.6% 2,241
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-053 116-267 115-248
R3 116-213 116-107 115-204
R2 116-053 116-053 115-189
R1 115-267 115-267 115-175 115-240
PP 115-213 115-213 115-213 115-200
S1 115-107 115-107 115-145 115-080
S2 115-053 115-053 115-131
S3 114-213 114-267 115-116
S4 114-053 114-107 115-072
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
5 116-000 114-050 1-270 1.6% 0-194 0.5% 73% True False 589
10 116-000 114-000 2-000 1.7% 0-172 0.5% 75% True False 320
20 116-210 113-180 3-030 2.7% 0-126 0.3% 63% False False 186
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 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-040
2.618 117-099
1.618 116-259
1.000 116-160
0.618 116-099
HIGH 116-000
0.618 115-259
0.500 115-240
0.382 115-221
LOW 115-160
0.618 115-061
1.000 115-000
1.618 114-221
2.618 114-061
4.250 113-120
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 115-240 115-115
PP 115-213 115-070
S1 115-187 115-025

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

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