ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 115-210 115-260 0-050 0.1% 114-050
High 116-000 116-000 0-000 0.0% 115-240
Low 115-160 115-240 0-080 0.2% 114-050
Close 115-160 115-270 0-110 0.3% 115-230
Range 0-160 0-080 -0-080 -50.0% 1-190
ATR 0-191 0-189 -0-002 -1.2% 0-000
Volume 792 565 -227 -28.7% 2,241
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-197 116-153 115-314
R3 116-117 116-073 115-292
R2 116-037 116-037 115-285
R1 115-313 115-313 115-277 116-015
PP 115-277 115-277 115-277 115-288
S1 115-233 115-233 115-263 115-255
S2 115-197 115-197 115-255
S3 115-117 115-153 115-248
S4 115-037 115-073 115-226
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% 0-182 0.5% 92% True False 685
10 116-000 114-000 2-000 1.7% 0-164 0.4% 92% True False 370
20 116-070 113-180 2-210 2.3% 0-130 0.4% 86% False False 215
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 117-020
2.618 116-209
1.618 116-129
1.000 116-080
0.618 116-049
HIGH 116-000
0.618 115-289
0.500 115-280
0.382 115-271
LOW 115-240
0.618 115-191
1.000 115-160
1.618 115-111
2.618 115-031
4.250 114-220
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 115-280 115-245
PP 115-277 115-220
S1 115-273 115-195

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

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