ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-260 |
115-280 |
0-020 |
0.1% |
114-050 |
| High |
116-000 |
116-110 |
0-110 |
0.3% |
115-240 |
| Low |
115-240 |
115-250 |
0-010 |
0.0% |
114-050 |
| Close |
115-270 |
116-080 |
0-130 |
0.4% |
115-230 |
| Range |
0-080 |
0-180 |
0-100 |
125.0% |
1-190 |
| ATR |
0-189 |
0-188 |
-0-001 |
-0.3% |
0-000 |
| Volume |
565 |
269 |
-296 |
-52.4% |
2,241 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-260 |
117-190 |
116-179 |
|
| R3 |
117-080 |
117-010 |
116-130 |
|
| R2 |
116-220 |
116-220 |
116-113 |
|
| R1 |
116-150 |
116-150 |
116-096 |
116-185 |
| PP |
116-040 |
116-040 |
116-040 |
116-058 |
| S1 |
115-290 |
115-290 |
116-064 |
116-005 |
| S2 |
115-180 |
115-180 |
116-047 |
|
| S3 |
115-000 |
115-110 |
116-030 |
|
| S4 |
114-140 |
114-250 |
115-301 |
|
|
| 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 |
118-235 |
|
2.618 |
117-261 |
|
1.618 |
117-081 |
|
1.000 |
116-290 |
|
0.618 |
116-221 |
|
HIGH |
116-110 |
|
0.618 |
116-041 |
|
0.500 |
116-020 |
|
0.382 |
115-319 |
|
LOW |
115-250 |
|
0.618 |
115-139 |
|
1.000 |
115-070 |
|
1.618 |
114-279 |
|
2.618 |
114-099 |
|
4.250 |
113-125 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-060 |
116-045 |
| PP |
116-040 |
116-010 |
| S1 |
116-020 |
115-295 |
|