ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
120-240 |
121-080 |
0-160 |
0.4% |
118-220 |
High |
121-030 |
121-250 |
0-220 |
0.6% |
120-190 |
Low |
120-220 |
121-050 |
0-150 |
0.4% |
118-220 |
Close |
121-050 |
121-180 |
0-130 |
0.3% |
120-160 |
Range |
0-130 |
0-200 |
0-070 |
53.8% |
1-290 |
ATR |
0-169 |
0-171 |
0-002 |
1.3% |
0-000 |
Volume |
49 |
32 |
-17 |
-34.7% |
347 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-120 |
123-030 |
121-290 |
|
R3 |
122-240 |
122-150 |
121-235 |
|
R2 |
122-040 |
122-040 |
121-217 |
|
R1 |
121-270 |
121-270 |
121-198 |
121-315 |
PP |
121-160 |
121-160 |
121-160 |
121-182 |
S1 |
121-070 |
121-070 |
121-162 |
121-115 |
S2 |
120-280 |
120-280 |
121-143 |
|
S3 |
120-080 |
120-190 |
121-125 |
|
S4 |
119-200 |
119-310 |
121-070 |
|
|
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 |
124-140 |
2.618 |
123-134 |
1.618 |
122-254 |
1.000 |
122-130 |
0.618 |
122-054 |
HIGH |
121-250 |
0.618 |
121-174 |
0.500 |
121-150 |
0.382 |
121-126 |
LOW |
121-050 |
0.618 |
120-246 |
1.000 |
120-170 |
1.618 |
120-046 |
2.618 |
119-166 |
4.250 |
118-160 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-170 |
121-117 |
PP |
121-160 |
121-053 |
S1 |
121-150 |
120-310 |
|