ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
115-070 |
115-210 |
0-140 |
0.4% |
114-050 |
High |
115-240 |
116-000 |
0-080 |
0.2% |
115-240 |
Low |
115-070 |
115-160 |
0-090 |
0.2% |
114-050 |
Close |
115-230 |
115-160 |
-0-070 |
-0.2% |
115-230 |
Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-190 |
ATR |
0-193 |
0-191 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,357 |
792 |
-565 |
-41.6% |
2,241 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-053 |
116-267 |
115-248 |
|
R3 |
116-213 |
116-107 |
115-204 |
|
R2 |
116-053 |
116-053 |
115-189 |
|
R1 |
115-267 |
115-267 |
115-175 |
115-240 |
PP |
115-213 |
115-213 |
115-213 |
115-200 |
S1 |
115-107 |
115-107 |
115-145 |
115-080 |
S2 |
115-053 |
115-053 |
115-131 |
|
S3 |
114-213 |
114-267 |
115-116 |
|
S4 |
114-053 |
114-107 |
115-072 |
|
|
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 |
118-040 |
2.618 |
117-099 |
1.618 |
116-259 |
1.000 |
116-160 |
0.618 |
116-099 |
HIGH |
116-000 |
0.618 |
115-259 |
0.500 |
115-240 |
0.382 |
115-221 |
LOW |
115-160 |
0.618 |
115-061 |
1.000 |
115-000 |
1.618 |
114-221 |
2.618 |
114-061 |
4.250 |
113-120 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
115-240 |
115-115 |
PP |
115-213 |
115-070 |
S1 |
115-187 |
115-025 |
|