ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
119-090 |
119-290 |
0-200 |
0.5% |
119-050 |
High |
119-290 |
120-110 |
0-140 |
0.4% |
119-220 |
Low |
119-090 |
119-250 |
0-160 |
0.4% |
118-310 |
Close |
119-290 |
120-110 |
0-140 |
0.4% |
119-110 |
Range |
0-200 |
0-180 |
-0-020 |
-10.0% |
0-230 |
ATR |
0-171 |
0-172 |
0-001 |
0.4% |
0-000 |
Volume |
32 |
39 |
7 |
21.9% |
195 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-270 |
121-210 |
120-209 |
|
R3 |
121-090 |
121-030 |
120-160 |
|
R2 |
120-230 |
120-230 |
120-143 |
|
R1 |
120-170 |
120-170 |
120-126 |
120-200 |
PP |
120-050 |
120-050 |
120-050 |
120-065 |
S1 |
119-310 |
119-310 |
120-094 |
120-020 |
S2 |
119-190 |
119-190 |
120-077 |
|
S3 |
119-010 |
119-130 |
120-060 |
|
S4 |
118-150 |
118-270 |
120-011 |
|
|
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 |
122-235 |
2.618 |
121-261 |
1.618 |
121-081 |
1.000 |
120-290 |
0.618 |
120-221 |
HIGH |
120-110 |
0.618 |
120-041 |
0.500 |
120-020 |
0.382 |
119-319 |
LOW |
119-250 |
0.618 |
119-139 |
1.000 |
119-070 |
1.618 |
118-279 |
2.618 |
118-099 |
4.250 |
117-125 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
120-080 |
120-022 |
PP |
120-050 |
119-253 |
S1 |
120-020 |
119-165 |
|