ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
115-270 |
116-210 |
0-260 |
0.7% |
116-160 |
High |
116-050 |
116-210 |
0-160 |
0.4% |
117-210 |
Low |
115-270 |
116-210 |
0-260 |
0.7% |
116-030 |
Close |
115-270 |
116-210 |
0-260 |
0.7% |
116-100 |
Range |
0-100 |
0-000 |
-0-100 |
-100.0% |
1-180 |
ATR |
|
|
|
|
|
Volume |
9 |
0 |
-9 |
-100.0% |
34 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-210 |
116-210 |
116-210 |
|
R3 |
116-210 |
116-210 |
116-210 |
|
R2 |
116-210 |
116-210 |
116-210 |
|
R1 |
116-210 |
116-210 |
116-210 |
116-210 |
PP |
116-210 |
116-210 |
116-210 |
116-210 |
S1 |
116-210 |
116-210 |
116-210 |
116-210 |
S2 |
116-210 |
116-210 |
116-210 |
|
S3 |
116-210 |
116-210 |
116-210 |
|
S4 |
116-210 |
116-210 |
116-210 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-120 |
120-130 |
117-055 |
|
R3 |
119-260 |
118-270 |
116-238 |
|
R2 |
118-080 |
118-080 |
116-192 |
|
R1 |
117-090 |
117-090 |
116-146 |
116-315 |
PP |
116-220 |
116-220 |
116-220 |
116-172 |
S1 |
115-230 |
115-230 |
116-054 |
115-135 |
S2 |
115-040 |
115-040 |
116-008 |
|
S3 |
113-180 |
114-050 |
115-282 |
|
S4 |
112-000 |
112-190 |
115-145 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-210 |
2.618 |
116-210 |
1.618 |
116-210 |
1.000 |
116-210 |
0.618 |
116-210 |
HIGH |
116-210 |
0.618 |
116-210 |
0.500 |
116-210 |
0.382 |
116-210 |
LOW |
116-210 |
0.618 |
116-210 |
1.000 |
116-210 |
1.618 |
116-210 |
2.618 |
116-210 |
4.250 |
116-210 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
116-210 |
116-158 |
PP |
116-210 |
116-107 |
S1 |
116-210 |
116-055 |
|