ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
120-060 |
120-240 |
0-180 |
0.5% |
118-220 |
High |
120-190 |
121-030 |
0-160 |
0.4% |
120-190 |
Low |
120-050 |
120-220 |
0-170 |
0.4% |
118-220 |
Close |
120-160 |
121-050 |
0-210 |
0.5% |
120-160 |
Range |
0-140 |
0-130 |
-0-010 |
-7.1% |
1-290 |
ATR |
0-168 |
0-169 |
0-002 |
1.0% |
0-000 |
Volume |
199 |
49 |
-150 |
-75.4% |
347 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-063 |
122-027 |
121-122 |
|
R3 |
121-253 |
121-217 |
121-086 |
|
R2 |
121-123 |
121-123 |
121-074 |
|
R1 |
121-087 |
121-087 |
121-062 |
121-105 |
PP |
120-313 |
120-313 |
120-313 |
121-002 |
S1 |
120-277 |
120-277 |
121-038 |
120-295 |
S2 |
120-183 |
120-183 |
121-026 |
|
S3 |
120-053 |
120-147 |
121-014 |
|
S4 |
119-243 |
120-017 |
120-298 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-207 |
124-313 |
121-176 |
|
R3 |
123-237 |
123-023 |
121-008 |
|
R2 |
121-267 |
121-267 |
120-272 |
|
R1 |
121-053 |
121-053 |
120-216 |
121-160 |
PP |
119-297 |
119-297 |
119-297 |
120-030 |
S1 |
119-083 |
119-083 |
120-104 |
119-190 |
S2 |
118-007 |
118-007 |
120-048 |
|
S3 |
116-037 |
117-113 |
119-312 |
|
S4 |
114-067 |
115-143 |
119-144 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-262 |
2.618 |
122-050 |
1.618 |
121-240 |
1.000 |
121-160 |
0.618 |
121-110 |
HIGH |
121-030 |
0.618 |
120-300 |
0.500 |
120-285 |
0.382 |
120-270 |
LOW |
120-220 |
0.618 |
120-140 |
1.000 |
120-090 |
1.618 |
120-010 |
2.618 |
119-200 |
4.250 |
118-308 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-022 |
120-313 |
PP |
120-313 |
120-257 |
S1 |
120-285 |
120-200 |
|