ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
119-290 |
120-050 |
0-080 |
0.2% |
119-050 |
High |
120-110 |
120-190 |
0-080 |
0.2% |
119-220 |
Low |
119-250 |
120-050 |
0-120 |
0.3% |
118-310 |
Close |
120-110 |
120-100 |
-0-010 |
0.0% |
119-110 |
Range |
0-180 |
0-140 |
-0-040 |
-22.2% |
0-230 |
ATR |
0-172 |
0-170 |
-0-002 |
-1.3% |
0-000 |
Volume |
39 |
75 |
36 |
92.3% |
195 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-213 |
121-137 |
120-177 |
|
R3 |
121-073 |
120-317 |
120-138 |
|
R2 |
120-253 |
120-253 |
120-126 |
|
R1 |
120-177 |
120-177 |
120-113 |
120-215 |
PP |
120-113 |
120-113 |
120-113 |
120-132 |
S1 |
120-037 |
120-037 |
120-087 |
120-075 |
S2 |
119-293 |
119-293 |
120-074 |
|
S3 |
119-153 |
119-217 |
120-062 |
|
S4 |
119-013 |
119-077 |
120-023 |
|
|
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 |
122-145 |
2.618 |
121-237 |
1.618 |
121-097 |
1.000 |
121-010 |
0.618 |
120-277 |
HIGH |
120-190 |
0.618 |
120-137 |
0.500 |
120-120 |
0.382 |
120-103 |
LOW |
120-050 |
0.618 |
119-283 |
1.000 |
119-230 |
1.618 |
119-143 |
2.618 |
119-003 |
4.250 |
118-095 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
120-120 |
120-060 |
PP |
120-113 |
120-020 |
S1 |
120-107 |
119-300 |
|