ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
121-080 |
121-220 |
0-140 |
0.4% |
118-220 |
High |
121-250 |
121-220 |
-0-030 |
-0.1% |
120-190 |
Low |
121-050 |
121-090 |
0-040 |
0.1% |
118-220 |
Close |
121-180 |
121-190 |
0-010 |
0.0% |
120-160 |
Range |
0-200 |
0-130 |
-0-070 |
-35.0% |
1-290 |
ATR |
0-171 |
0-168 |
-0-003 |
-1.7% |
0-000 |
Volume |
32 |
108 |
76 |
237.5% |
347 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-237 |
122-183 |
121-262 |
|
R3 |
122-107 |
122-053 |
121-226 |
|
R2 |
121-297 |
121-297 |
121-214 |
|
R1 |
121-243 |
121-243 |
121-202 |
121-205 |
PP |
121-167 |
121-167 |
121-167 |
121-148 |
S1 |
121-113 |
121-113 |
121-178 |
121-075 |
S2 |
121-037 |
121-037 |
121-166 |
|
S3 |
120-227 |
120-303 |
121-154 |
|
S4 |
120-097 |
120-173 |
121-118 |
|
|
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 |
123-132 |
2.618 |
122-240 |
1.618 |
122-110 |
1.000 |
122-030 |
0.618 |
121-300 |
HIGH |
121-220 |
0.618 |
121-170 |
0.500 |
121-155 |
0.382 |
121-140 |
LOW |
121-090 |
0.618 |
121-010 |
1.000 |
120-280 |
1.618 |
120-200 |
2.618 |
120-070 |
4.250 |
119-178 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-178 |
121-152 |
PP |
121-167 |
121-113 |
S1 |
121-155 |
121-075 |
|