ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-260 |
116-130 |
0-190 |
0.5% |
116-060 |
| High |
116-060 |
116-280 |
0-220 |
0.6% |
116-280 |
| Low |
115-260 |
115-270 |
0-010 |
0.0% |
115-260 |
| Close |
116-060 |
116-210 |
0-150 |
0.4% |
116-210 |
| Range |
0-120 |
1-010 |
0-210 |
175.0% |
1-020 |
| ATR |
0-169 |
0-180 |
0-012 |
6.8% |
0-000 |
| Volume |
3,272 |
4,673 |
1,401 |
42.8% |
13,093 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-177 |
119-043 |
117-072 |
|
| R3 |
118-167 |
118-033 |
116-301 |
|
| R2 |
117-157 |
117-157 |
116-270 |
|
| R1 |
117-023 |
117-023 |
116-240 |
117-090 |
| PP |
116-147 |
116-147 |
116-147 |
116-180 |
| S1 |
116-013 |
116-013 |
116-180 |
116-080 |
| S2 |
115-137 |
115-137 |
116-150 |
|
| S3 |
114-127 |
115-003 |
116-119 |
|
| S4 |
113-117 |
113-313 |
116-028 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-067 |
117-077 |
|
| R3 |
118-183 |
118-047 |
116-304 |
|
| R2 |
117-163 |
117-163 |
116-272 |
|
| R1 |
117-027 |
117-027 |
116-241 |
117-095 |
| PP |
116-143 |
116-143 |
116-143 |
116-178 |
| S1 |
116-007 |
116-007 |
116-179 |
116-075 |
| S2 |
115-123 |
115-123 |
116-148 |
|
| S3 |
114-103 |
114-307 |
116-116 |
|
| S4 |
113-083 |
113-287 |
116-023 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-082 |
|
2.618 |
119-184 |
|
1.618 |
118-174 |
|
1.000 |
117-290 |
|
0.618 |
117-164 |
|
HIGH |
116-280 |
|
0.618 |
116-154 |
|
0.500 |
116-115 |
|
0.382 |
116-076 |
|
LOW |
115-270 |
|
0.618 |
115-066 |
|
1.000 |
114-260 |
|
1.618 |
114-056 |
|
2.618 |
113-046 |
|
4.250 |
111-148 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-178 |
116-177 |
| PP |
116-147 |
116-143 |
| S1 |
116-115 |
116-110 |
|