ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-120 |
0-050 |
0.1% |
114-270 |
| High |
114-130 |
114-120 |
-0-010 |
0.0% |
114-280 |
| Low |
114-070 |
113-180 |
-0-210 |
-0.6% |
114-120 |
| Close |
114-140 |
114-020 |
-0-120 |
-0.3% |
114-100 |
| Range |
0-060 |
0-260 |
0-200 |
333.3% |
0-160 |
| ATR |
0-171 |
0-179 |
0-008 |
4.5% |
0-000 |
| Volume |
52 |
12 |
-40 |
-76.9% |
0 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-140 |
116-020 |
114-163 |
|
| R3 |
115-200 |
115-080 |
114-092 |
|
| R2 |
114-260 |
114-260 |
114-068 |
|
| R1 |
114-140 |
114-140 |
114-044 |
114-070 |
| PP |
114-000 |
114-000 |
114-000 |
113-285 |
| S1 |
113-200 |
113-200 |
113-316 |
113-130 |
| S2 |
113-060 |
113-060 |
113-292 |
|
| S3 |
112-120 |
112-260 |
113-268 |
|
| S4 |
111-180 |
112-000 |
113-197 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-007 |
115-213 |
114-188 |
|
| R3 |
115-167 |
115-053 |
114-144 |
|
| R2 |
115-007 |
115-007 |
114-129 |
|
| R1 |
114-213 |
114-213 |
114-115 |
114-190 |
| PP |
114-167 |
114-167 |
114-167 |
114-155 |
| S1 |
114-053 |
114-053 |
114-085 |
114-030 |
| S2 |
114-007 |
114-007 |
114-071 |
|
| S3 |
113-167 |
113-213 |
114-056 |
|
| S4 |
113-007 |
113-053 |
114-012 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-265 |
|
2.618 |
116-161 |
|
1.618 |
115-221 |
|
1.000 |
115-060 |
|
0.618 |
114-281 |
|
HIGH |
114-120 |
|
0.618 |
114-021 |
|
0.500 |
113-310 |
|
0.382 |
113-279 |
|
LOW |
113-180 |
|
0.618 |
113-019 |
|
1.000 |
112-240 |
|
1.618 |
112-079 |
|
2.618 |
111-139 |
|
4.250 |
110-035 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-010 |
114-012 |
| PP |
114-000 |
114-003 |
| S1 |
113-310 |
113-315 |
|