ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
114-260 |
115-000 |
0-060 |
0.2% |
114-070 |
High |
115-080 |
115-050 |
-0-030 |
-0.1% |
114-250 |
Low |
114-260 |
114-220 |
-0-040 |
-0.1% |
113-210 |
Close |
115-060 |
114-250 |
-0-130 |
-0.4% |
114-150 |
Range |
0-140 |
0-150 |
0-010 |
7.1% |
1-040 |
ATR |
0-185 |
0-183 |
-0-002 |
-1.0% |
0-000 |
Volume |
85 |
85 |
0 |
0.0% |
586 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-090 |
116-000 |
115-012 |
|
R3 |
115-260 |
115-170 |
114-291 |
|
R2 |
115-110 |
115-110 |
114-278 |
|
R1 |
115-020 |
115-020 |
114-264 |
114-310 |
PP |
114-280 |
114-280 |
114-280 |
114-265 |
S1 |
114-190 |
114-190 |
114-236 |
114-160 |
S2 |
114-130 |
114-130 |
114-222 |
|
S3 |
113-300 |
114-040 |
114-209 |
|
S4 |
113-150 |
113-210 |
114-168 |
|
|
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 |
117-048 |
2.618 |
116-123 |
1.618 |
115-293 |
1.000 |
115-200 |
0.618 |
115-143 |
HIGH |
115-050 |
0.618 |
114-313 |
0.500 |
114-295 |
0.382 |
114-277 |
LOW |
114-220 |
0.618 |
114-127 |
1.000 |
114-070 |
1.618 |
113-297 |
2.618 |
113-147 |
4.250 |
112-222 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
114-295 |
114-242 |
PP |
114-280 |
114-233 |
S1 |
114-265 |
114-225 |
|