ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 115-280 116-110 0-150 0.4% 115-210
High 116-110 116-150 0-040 0.1% 116-150
Low 115-250 116-070 0-140 0.4% 115-160
Close 116-080 116-110 0-030 0.1% 116-110
Range 0-180 0-080 -0-100 -55.6% 0-310
ATR 0-188 0-180 -0-008 -4.1% 0-000
Volume 269 3,928 3,659 1,360.2% 5,554
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-030 116-310 116-154
R3 116-270 116-230 116-132
R2 116-190 116-190 116-125
R1 116-150 116-150 116-117 116-150
PP 116-110 116-110 116-110 116-110
S1 116-070 116-070 116-103 116-070
S2 116-030 116-030 116-095
S3 115-270 115-310 116-088
S4 115-190 115-230 116-066
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-003 118-207 116-280
R3 118-013 117-217 116-195
R2 117-023 117-023 116-167
R1 116-227 116-227 116-138 116-285
PP 116-033 116-033 116-033 116-062
S1 115-237 115-237 116-082 115-295
S2 115-043 115-043 116-053
S3 114-053 114-247 116-025
S4 113-063 113-257 115-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-150 115-070 1-080 1.1% 0-134 0.4% 90% True False 1,382
10 116-150 114-040 2-110 2.0% 0-166 0.4% 95% True False 788
20 116-150 113-180 2-290 2.5% 0-142 0.4% 96% True False 424
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-170
2.618 117-039
1.618 116-279
1.000 116-230
0.618 116-199
HIGH 116-150
0.618 116-119
0.500 116-110
0.382 116-101
LOW 116-070
0.618 116-021
1.000 115-310
1.618 115-261
2.618 115-181
4.250 115-050
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 116-110 116-085
PP 116-110 116-060
S1 116-110 116-035

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

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