ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
114-070 |
114-100 |
0-030 |
0.1% |
114-100 |
High |
114-100 |
114-250 |
0-150 |
0.4% |
114-130 |
Low |
113-210 |
114-090 |
0-200 |
0.5% |
113-180 |
Close |
114-040 |
114-240 |
0-200 |
0.5% |
114-020 |
Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
0-270 |
ATR |
0-181 |
0-183 |
0-002 |
1.1% |
0-000 |
Volume |
413 |
62 |
-351 |
-85.0% |
116 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-033 |
115-297 |
115-008 |
|
R3 |
115-193 |
115-137 |
114-284 |
|
R2 |
115-033 |
115-033 |
114-269 |
|
R1 |
114-297 |
114-297 |
114-255 |
115-005 |
PP |
114-193 |
114-193 |
114-193 |
114-208 |
S1 |
114-137 |
114-137 |
114-225 |
114-165 |
S2 |
114-033 |
114-033 |
114-211 |
|
S3 |
113-193 |
113-297 |
114-196 |
|
S4 |
113-033 |
113-137 |
114-152 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-173 |
116-047 |
114-168 |
|
R3 |
115-223 |
115-097 |
114-094 |
|
R2 |
114-273 |
114-273 |
114-070 |
|
R1 |
114-147 |
114-147 |
114-045 |
114-075 |
PP |
114-003 |
114-003 |
114-003 |
113-288 |
S1 |
113-197 |
113-197 |
113-315 |
113-125 |
S2 |
113-053 |
113-053 |
113-290 |
|
S3 |
112-103 |
112-247 |
113-266 |
|
S4 |
111-153 |
111-297 |
113-192 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-290 |
2.618 |
116-029 |
1.618 |
115-189 |
1.000 |
115-090 |
0.618 |
115-029 |
HIGH |
114-250 |
0.618 |
114-189 |
0.500 |
114-170 |
0.382 |
114-151 |
LOW |
114-090 |
0.618 |
113-311 |
1.000 |
113-250 |
1.618 |
113-151 |
2.618 |
112-311 |
4.250 |
112-050 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
114-217 |
114-178 |
PP |
114-193 |
114-117 |
S1 |
114-170 |
114-055 |
|