ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
115-210 |
115-260 |
0-050 |
0.1% |
114-050 |
High |
116-000 |
116-000 |
0-000 |
0.0% |
115-240 |
Low |
115-160 |
115-240 |
0-080 |
0.2% |
114-050 |
Close |
115-160 |
115-270 |
0-110 |
0.3% |
115-230 |
Range |
0-160 |
0-080 |
-0-080 |
-50.0% |
1-190 |
ATR |
0-191 |
0-189 |
-0-002 |
-1.2% |
0-000 |
Volume |
792 |
565 |
-227 |
-28.7% |
2,241 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-197 |
116-153 |
115-314 |
|
R3 |
116-117 |
116-073 |
115-292 |
|
R2 |
116-037 |
116-037 |
115-285 |
|
R1 |
115-313 |
115-313 |
115-277 |
116-015 |
PP |
115-277 |
115-277 |
115-277 |
115-288 |
S1 |
115-233 |
115-233 |
115-263 |
115-255 |
S2 |
115-197 |
115-197 |
115-255 |
|
S3 |
115-117 |
115-153 |
115-248 |
|
S4 |
115-037 |
115-073 |
115-226 |
|
|
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 |
117-020 |
2.618 |
116-209 |
1.618 |
116-129 |
1.000 |
116-080 |
0.618 |
116-049 |
HIGH |
116-000 |
0.618 |
115-289 |
0.500 |
115-280 |
0.382 |
115-271 |
LOW |
115-240 |
0.618 |
115-191 |
1.000 |
115-160 |
1.618 |
115-111 |
2.618 |
115-031 |
4.250 |
114-220 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
115-280 |
115-245 |
PP |
115-277 |
115-220 |
S1 |
115-273 |
115-195 |
|