ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
116-170 |
0-110 |
0.3% |
115-210 |
| High |
116-070 |
116-170 |
0-100 |
0.3% |
116-150 |
| Low |
116-000 |
116-080 |
0-080 |
0.2% |
115-160 |
| Close |
116-050 |
116-090 |
0-040 |
0.1% |
116-110 |
| Range |
0-070 |
0-090 |
0-020 |
28.6% |
0-310 |
| ATR |
0-175 |
0-171 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,661 |
564 |
-1,097 |
-66.0% |
5,554 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-063 |
117-007 |
116-140 |
|
| R3 |
116-293 |
116-237 |
116-115 |
|
| R2 |
116-203 |
116-203 |
116-106 |
|
| R1 |
116-147 |
116-147 |
116-098 |
116-130 |
| PP |
116-113 |
116-113 |
116-113 |
116-105 |
| S1 |
116-057 |
116-057 |
116-082 |
116-040 |
| S2 |
116-023 |
116-023 |
116-074 |
|
| S3 |
115-253 |
115-287 |
116-065 |
|
| S4 |
115-163 |
115-197 |
116-040 |
|
|
| 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 |
117-232 |
|
2.618 |
117-086 |
|
1.618 |
116-316 |
|
1.000 |
116-260 |
|
0.618 |
116-226 |
|
HIGH |
116-170 |
|
0.618 |
116-136 |
|
0.500 |
116-125 |
|
0.382 |
116-114 |
|
LOW |
116-080 |
|
0.618 |
116-024 |
|
1.000 |
115-310 |
|
1.618 |
115-254 |
|
2.618 |
115-164 |
|
4.250 |
115-018 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-125 |
116-088 |
| PP |
116-113 |
116-087 |
| S1 |
116-102 |
116-085 |
|