ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 116-170 116-100 -0-070 -0.2% 115-210
High 116-170 116-210 0-040 0.1% 116-150
Low 116-080 116-020 -0-060 -0.2% 115-160
Close 116-090 116-040 -0-050 -0.1% 116-110
Range 0-090 0-190 0-100 111.1% 0-310
ATR 0-171 0-173 0-001 0.8% 0-000
Volume 564 2,923 2,359 418.3% 5,554
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-020 117-220 116-144
R3 117-150 117-030 116-092
R2 116-280 116-280 116-075
R1 116-160 116-160 116-057 116-125
PP 116-090 116-090 116-090 116-072
S1 115-290 115-290 116-023 115-255
S2 115-220 115-220 116-005
S3 115-030 115-100 115-308
S4 114-160 114-230 115-256
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
5 116-210 115-250 0-280 0.8% 0-122 0.3% 39% True False 1,869
10 116-210 114-050 2-160 2.2% 0-152 0.4% 79% True False 1,277
20 116-210 113-180 3-030 2.7% 0-152 0.4% 83% True False 682
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 0-028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-058
2.618 118-067
1.618 117-197
1.000 117-080
0.618 117-007
HIGH 116-210
0.618 116-137
0.500 116-115
0.382 116-093
LOW 116-020
0.618 115-223
1.000 115-150
1.618 115-033
2.618 114-163
4.250 113-172
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 116-115 116-105
PP 116-090 116-083
S1 116-065 116-062

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

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