ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
119-030 |
118-210 |
-0-140 |
-0.4% |
117-190 |
High |
119-030 |
118-210 |
-0-140 |
-0.4% |
119-160 |
Low |
119-030 |
118-140 |
-0-210 |
-0.6% |
117-190 |
Close |
119-030 |
118-090 |
-0-260 |
-0.7% |
119-010 |
Range |
0-000 |
0-070 |
0-070 |
|
1-290 |
ATR |
0-194 |
0-195 |
0-001 |
0.6% |
0-000 |
Volume |
95 |
95 |
0 |
0.0% |
48 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-037 |
118-293 |
118-128 |
|
R3 |
118-287 |
118-223 |
118-109 |
|
R2 |
118-217 |
118-217 |
118-103 |
|
R1 |
118-153 |
118-153 |
118-096 |
118-150 |
PP |
118-147 |
118-147 |
118-147 |
118-145 |
S1 |
118-083 |
118-083 |
118-084 |
118-080 |
S2 |
118-077 |
118-077 |
118-077 |
|
S3 |
118-007 |
118-013 |
118-071 |
|
S4 |
117-257 |
117-263 |
118-052 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-137 |
123-203 |
120-026 |
|
R3 |
122-167 |
121-233 |
119-178 |
|
R2 |
120-197 |
120-197 |
119-122 |
|
R1 |
119-263 |
119-263 |
119-066 |
120-070 |
PP |
118-227 |
118-227 |
118-227 |
118-290 |
S1 |
117-293 |
117-293 |
118-274 |
118-100 |
S2 |
116-257 |
116-257 |
118-218 |
|
S3 |
114-287 |
116-003 |
118-162 |
|
S4 |
112-317 |
114-033 |
117-314 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-188 |
2.618 |
119-073 |
1.618 |
119-003 |
1.000 |
118-280 |
0.618 |
118-253 |
HIGH |
118-210 |
0.618 |
118-183 |
0.500 |
118-175 |
0.382 |
118-167 |
LOW |
118-140 |
0.618 |
118-097 |
1.000 |
118-070 |
1.618 |
118-027 |
2.618 |
117-277 |
4.250 |
117-162 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
118-175 |
119-135 |
PP |
118-147 |
119-013 |
S1 |
118-118 |
118-212 |
|