ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
119-100 |
118-220 |
-0-200 |
-0.5% |
119-050 |
High |
119-100 |
118-220 |
-0-200 |
-0.5% |
119-220 |
Low |
119-100 |
118-220 |
-0-200 |
-0.5% |
118-310 |
Close |
119-110 |
119-070 |
-0-040 |
-0.1% |
119-110 |
Range |
|
|
|
|
|
ATR |
0-164 |
0-168 |
0-003 |
2.0% |
0-000 |
Volume |
157 |
2 |
-155 |
-98.7% |
195 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-277 |
119-013 |
119-070 |
|
R3 |
118-277 |
119-013 |
119-070 |
|
R2 |
118-277 |
118-277 |
119-070 |
|
R1 |
119-013 |
119-013 |
119-070 |
118-305 |
PP |
118-277 |
118-277 |
118-277 |
118-262 |
S1 |
119-013 |
119-013 |
119-070 |
118-305 |
S2 |
118-277 |
118-277 |
119-070 |
|
S3 |
118-277 |
119-013 |
119-070 |
|
S4 |
118-277 |
119-013 |
119-070 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-157 |
121-043 |
119-236 |
|
R3 |
120-247 |
120-133 |
119-173 |
|
R2 |
120-017 |
120-017 |
119-152 |
|
R1 |
119-223 |
119-223 |
119-131 |
119-280 |
PP |
119-107 |
119-107 |
119-107 |
119-135 |
S1 |
118-313 |
118-313 |
119-089 |
119-050 |
S2 |
118-197 |
118-197 |
119-068 |
|
S3 |
117-287 |
118-083 |
119-047 |
|
S4 |
117-057 |
117-173 |
118-304 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-220 |
2.618 |
118-220 |
1.618 |
118-220 |
1.000 |
118-220 |
0.618 |
118-220 |
HIGH |
118-220 |
0.618 |
118-220 |
0.500 |
118-220 |
0.382 |
118-220 |
LOW |
118-220 |
0.618 |
118-220 |
1.000 |
118-220 |
1.618 |
118-220 |
2.618 |
118-220 |
4.250 |
118-220 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
119-013 |
119-067 |
PP |
118-277 |
119-063 |
S1 |
118-220 |
119-060 |
|