ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
115-280 |
116-110 |
0-150 |
0.4% |
115-210 |
High |
116-110 |
116-150 |
0-040 |
0.1% |
116-150 |
Low |
115-250 |
116-070 |
0-140 |
0.4% |
115-160 |
Close |
116-080 |
116-110 |
0-030 |
0.1% |
116-110 |
Range |
0-180 |
0-080 |
-0-100 |
-55.6% |
0-310 |
ATR |
0-188 |
0-180 |
-0-008 |
-4.1% |
0-000 |
Volume |
269 |
3,928 |
3,659 |
1,360.2% |
5,554 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-030 |
116-310 |
116-154 |
|
R3 |
116-270 |
116-230 |
116-132 |
|
R2 |
116-190 |
116-190 |
116-125 |
|
R1 |
116-150 |
116-150 |
116-117 |
116-150 |
PP |
116-110 |
116-110 |
116-110 |
116-110 |
S1 |
116-070 |
116-070 |
116-103 |
116-070 |
S2 |
116-030 |
116-030 |
116-095 |
|
S3 |
115-270 |
115-310 |
116-088 |
|
S4 |
115-190 |
115-230 |
116-066 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-003 |
118-207 |
116-280 |
|
R3 |
118-013 |
117-217 |
116-195 |
|
R2 |
117-023 |
117-023 |
116-167 |
|
R1 |
116-227 |
116-227 |
116-138 |
116-285 |
PP |
116-033 |
116-033 |
116-033 |
116-062 |
S1 |
115-237 |
115-237 |
116-082 |
115-295 |
S2 |
115-043 |
115-043 |
116-053 |
|
S3 |
114-053 |
114-247 |
116-025 |
|
S4 |
113-063 |
113-257 |
115-260 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-170 |
2.618 |
117-039 |
1.618 |
116-279 |
1.000 |
116-230 |
0.618 |
116-199 |
HIGH |
116-150 |
0.618 |
116-119 |
0.500 |
116-110 |
0.382 |
116-101 |
LOW |
116-070 |
0.618 |
116-021 |
1.000 |
115-310 |
1.618 |
115-261 |
2.618 |
115-181 |
4.250 |
115-050 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
116-110 |
116-085 |
PP |
116-110 |
116-060 |
S1 |
116-110 |
116-035 |
|