ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 116-100 115-260 -0-160 -0.4% 115-210
High 116-210 116-060 -0-150 -0.4% 116-150
Low 116-020 115-260 -0-080 -0.2% 115-160
Close 116-040 116-060 0-020 0.1% 116-110
Range 0-190 0-120 -0-070 -36.8% 0-310
ATR 0-173 0-169 -0-004 -2.2% 0-000
Volume 2,923 3,272 349 11.9% 5,554
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-060 117-020 116-126
R3 116-260 116-220 116-093
R2 116-140 116-140 116-082
R1 116-100 116-100 116-071 116-120
PP 116-020 116-020 116-020 116-030
S1 115-300 115-300 116-049 116-000
S2 115-220 115-220 116-038
S3 115-100 115-180 116-027
S4 114-300 115-060 115-314
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
5 116-210 115-260 0-270 0.7% 0-110 0.3% 44% False True 2,469
10 116-210 114-050 2-160 2.2% 0-149 0.4% 81% False False 1,596
20 116-210 113-180 3-030 2.7% 0-153 0.4% 85% False False 843
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 True
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-250
2.618 117-054
1.618 116-254
1.000 116-180
0.618 116-134
HIGH 116-060
0.618 116-014
0.500 116-000
0.382 115-306
LOW 115-260
0.618 115-186
1.000 115-140
1.618 115-066
2.618 114-266
4.250 114-070
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 116-040 116-075
PP 116-020 116-070
S1 116-000 116-065

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

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