ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
116-100 |
115-260 |
-0-160 |
-0.4% |
115-210 |
High |
116-210 |
116-060 |
-0-150 |
-0.4% |
116-150 |
Low |
116-020 |
115-260 |
-0-080 |
-0.2% |
115-160 |
Close |
116-040 |
116-060 |
0-020 |
0.1% |
116-110 |
Range |
0-190 |
0-120 |
-0-070 |
-36.8% |
0-310 |
ATR |
0-173 |
0-169 |
-0-004 |
-2.2% |
0-000 |
Volume |
2,923 |
3,272 |
349 |
11.9% |
5,554 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-060 |
117-020 |
116-126 |
|
R3 |
116-260 |
116-220 |
116-093 |
|
R2 |
116-140 |
116-140 |
116-082 |
|
R1 |
116-100 |
116-100 |
116-071 |
116-120 |
PP |
116-020 |
116-020 |
116-020 |
116-030 |
S1 |
115-300 |
115-300 |
116-049 |
116-000 |
S2 |
115-220 |
115-220 |
116-038 |
|
S3 |
115-100 |
115-180 |
116-027 |
|
S4 |
114-300 |
115-060 |
115-314 |
|
|
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 |
117-250 |
2.618 |
117-054 |
1.618 |
116-254 |
1.000 |
116-180 |
0.618 |
116-134 |
HIGH |
116-060 |
0.618 |
116-014 |
0.500 |
116-000 |
0.382 |
115-306 |
LOW |
115-260 |
0.618 |
115-186 |
1.000 |
115-140 |
1.618 |
115-066 |
2.618 |
114-266 |
4.250 |
114-070 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
116-040 |
116-075 |
PP |
116-020 |
116-070 |
S1 |
116-000 |
116-065 |
|