ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-150 |
0-050 |
0.1% |
119-120 |
| High |
119-170 |
119-220 |
0-050 |
0.1% |
120-020 |
| Low |
119-090 |
118-150 |
-0-260 |
-0.7% |
118-280 |
| Close |
119-180 |
118-180 |
-1-000 |
-0.8% |
119-220 |
| Range |
0-080 |
1-070 |
0-310 |
387.5% |
1-060 |
| ATR |
|
|
|
|
|
| Volume |
920 |
1,505 |
585 |
63.6% |
3,231 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-180 |
121-250 |
119-074 |
|
| R3 |
121-110 |
120-180 |
118-287 |
|
| R2 |
120-040 |
120-040 |
118-252 |
|
| R1 |
119-110 |
119-110 |
118-216 |
119-040 |
| PP |
118-290 |
118-290 |
118-290 |
118-255 |
| S1 |
118-040 |
118-040 |
118-144 |
117-290 |
| S2 |
117-220 |
117-220 |
118-108 |
|
| S3 |
116-150 |
116-290 |
118-073 |
|
| S4 |
115-080 |
115-220 |
117-286 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-033 |
122-187 |
120-109 |
|
| R3 |
121-293 |
121-127 |
120-004 |
|
| R2 |
120-233 |
120-233 |
119-290 |
|
| R1 |
120-067 |
120-067 |
119-255 |
120-150 |
| PP |
119-173 |
119-173 |
119-173 |
119-215 |
| S1 |
119-007 |
119-007 |
119-185 |
119-090 |
| S2 |
118-113 |
118-113 |
119-150 |
|
| S3 |
117-053 |
117-267 |
119-116 |
|
| S4 |
115-313 |
116-207 |
119-011 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-278 |
|
2.618 |
122-281 |
|
1.618 |
121-211 |
|
1.000 |
120-290 |
|
0.618 |
120-141 |
|
HIGH |
119-220 |
|
0.618 |
119-071 |
|
0.500 |
119-025 |
|
0.382 |
118-299 |
|
LOW |
118-150 |
|
0.618 |
117-229 |
|
1.000 |
117-080 |
|
1.618 |
116-159 |
|
2.618 |
115-089 |
|
4.250 |
113-092 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-025 |
119-080 |
| PP |
118-290 |
119-007 |
| S1 |
118-235 |
118-253 |
|