ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
114-000 |
114-160 |
0-160 |
0.4% |
114-070 |
High |
114-160 |
114-250 |
0-090 |
0.2% |
114-250 |
Low |
114-000 |
114-040 |
0-040 |
0.1% |
113-210 |
Close |
114-120 |
114-150 |
0-030 |
0.1% |
114-150 |
Range |
0-160 |
0-210 |
0-050 |
31.3% |
1-040 |
ATR |
0-181 |
0-183 |
0-002 |
1.2% |
0-000 |
Volume |
10 |
85 |
75 |
750.0% |
586 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-137 |
116-033 |
114-266 |
|
R3 |
115-247 |
115-143 |
114-208 |
|
R2 |
115-037 |
115-037 |
114-188 |
|
R1 |
114-253 |
114-253 |
114-169 |
114-200 |
PP |
114-147 |
114-147 |
114-147 |
114-120 |
S1 |
114-043 |
114-043 |
114-131 |
113-310 |
S2 |
113-257 |
113-257 |
114-112 |
|
S3 |
113-047 |
113-153 |
114-092 |
|
S4 |
112-157 |
112-263 |
114-034 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-217 |
117-063 |
115-028 |
|
R3 |
116-177 |
116-023 |
114-249 |
|
R2 |
115-137 |
115-137 |
114-216 |
|
R1 |
114-303 |
114-303 |
114-183 |
115-060 |
PP |
114-097 |
114-097 |
114-097 |
114-135 |
S1 |
113-263 |
113-263 |
114-117 |
114-020 |
S2 |
113-057 |
113-057 |
114-084 |
|
S3 |
112-017 |
112-223 |
114-051 |
|
S4 |
110-297 |
111-183 |
113-272 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-182 |
2.618 |
116-160 |
1.618 |
115-270 |
1.000 |
115-140 |
0.618 |
115-060 |
HIGH |
114-250 |
0.618 |
114-170 |
0.500 |
114-145 |
0.382 |
114-120 |
LOW |
114-040 |
0.618 |
113-230 |
1.000 |
113-150 |
1.618 |
113-020 |
2.618 |
112-130 |
4.250 |
111-108 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
114-148 |
114-142 |
PP |
114-147 |
114-133 |
S1 |
114-145 |
114-125 |
|