ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
114-050 |
115-070 |
1-020 |
0.9% |
114-050 |
High |
115-080 |
115-240 |
0-160 |
0.4% |
115-240 |
Low |
114-050 |
115-070 |
1-020 |
0.9% |
114-050 |
Close |
115-070 |
115-230 |
0-160 |
0.4% |
115-230 |
Range |
1-030 |
0-170 |
-0-180 |
-51.4% |
1-190 |
ATR |
0-195 |
0-193 |
-0-002 |
-0.9% |
0-000 |
Volume |
629 |
1,357 |
728 |
115.7% |
2,241 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-050 |
116-310 |
116-004 |
|
R3 |
116-200 |
116-140 |
115-277 |
|
R2 |
116-030 |
116-030 |
115-261 |
|
R1 |
115-290 |
115-290 |
115-246 |
116-000 |
PP |
115-180 |
115-180 |
115-180 |
115-195 |
S1 |
115-120 |
115-120 |
115-214 |
115-150 |
S2 |
115-010 |
115-010 |
115-199 |
|
S3 |
114-160 |
114-270 |
115-183 |
|
S4 |
113-310 |
114-100 |
115-136 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-317 |
119-143 |
116-190 |
|
R3 |
118-127 |
117-273 |
116-050 |
|
R2 |
116-257 |
116-257 |
116-004 |
|
R1 |
116-083 |
116-083 |
115-277 |
116-170 |
PP |
115-067 |
115-067 |
115-067 |
115-110 |
S1 |
114-213 |
114-213 |
115-183 |
114-300 |
S2 |
113-197 |
113-197 |
115-136 |
|
S3 |
112-007 |
113-023 |
115-090 |
|
S4 |
110-137 |
111-153 |
114-270 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-002 |
2.618 |
117-045 |
1.618 |
116-195 |
1.000 |
116-090 |
0.618 |
116-025 |
HIGH |
115-240 |
0.618 |
115-175 |
0.500 |
115-155 |
0.382 |
115-135 |
LOW |
115-070 |
0.618 |
114-285 |
1.000 |
114-220 |
1.618 |
114-115 |
2.618 |
113-265 |
4.250 |
112-308 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
115-205 |
115-148 |
PP |
115-180 |
115-067 |
S1 |
115-155 |
114-305 |
|