ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
115-000 |
114-050 |
-0-270 |
-0.7% |
114-070 |
High |
115-050 |
115-080 |
0-030 |
0.1% |
114-250 |
Low |
114-220 |
114-050 |
-0-170 |
-0.5% |
113-210 |
Close |
114-250 |
115-070 |
0-140 |
0.4% |
114-150 |
Range |
0-150 |
1-030 |
0-200 |
133.3% |
1-040 |
ATR |
0-183 |
0-195 |
0-012 |
6.5% |
0-000 |
Volume |
85 |
629 |
544 |
640.0% |
586 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-050 |
117-250 |
115-262 |
|
R3 |
117-020 |
116-220 |
115-166 |
|
R2 |
115-310 |
115-310 |
115-134 |
|
R1 |
115-190 |
115-190 |
115-102 |
115-250 |
PP |
114-280 |
114-280 |
114-280 |
114-310 |
S1 |
114-160 |
114-160 |
115-038 |
114-220 |
S2 |
113-250 |
113-250 |
115-006 |
|
S3 |
112-220 |
113-130 |
114-294 |
|
S4 |
111-190 |
112-100 |
114-198 |
|
|
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 |
119-288 |
2.618 |
118-036 |
1.618 |
117-006 |
1.000 |
116-110 |
0.618 |
115-296 |
HIGH |
115-080 |
0.618 |
114-266 |
0.500 |
114-225 |
0.382 |
114-184 |
LOW |
114-050 |
0.618 |
113-154 |
1.000 |
113-020 |
1.618 |
112-124 |
2.618 |
111-094 |
4.250 |
109-162 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
115-015 |
115-015 |
PP |
114-280 |
114-280 |
S1 |
114-225 |
114-225 |
|