ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
119-150 |
118-200 |
-0-270 |
-0.7% |
119-220 |
High |
119-220 |
118-310 |
-0-230 |
-0.6% |
120-010 |
Low |
118-150 |
118-170 |
0-020 |
0.1% |
118-150 |
Close |
118-180 |
118-300 |
0-120 |
0.3% |
118-300 |
Range |
1-070 |
0-140 |
-0-250 |
-64.1% |
1-180 |
ATR |
|
|
|
|
|
Volume |
1,505 |
566 |
-939 |
-62.4% |
4,869 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-040 |
119-310 |
119-057 |
|
R3 |
119-220 |
119-170 |
119-018 |
|
R2 |
119-080 |
119-080 |
119-006 |
|
R1 |
119-030 |
119-030 |
118-313 |
119-055 |
PP |
118-260 |
118-260 |
118-260 |
118-272 |
S1 |
118-210 |
118-210 |
118-287 |
118-235 |
S2 |
118-120 |
118-120 |
118-274 |
|
S3 |
117-300 |
118-070 |
118-262 |
|
S4 |
117-160 |
117-250 |
118-223 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-267 |
122-303 |
119-255 |
|
R3 |
122-087 |
121-123 |
119-118 |
|
R2 |
120-227 |
120-227 |
119-072 |
|
R1 |
119-263 |
119-263 |
119-026 |
119-155 |
PP |
119-047 |
119-047 |
119-047 |
118-312 |
S1 |
118-083 |
118-083 |
118-254 |
117-295 |
S2 |
117-187 |
117-187 |
118-208 |
|
S3 |
116-007 |
116-223 |
118-162 |
|
S4 |
114-147 |
115-043 |
118-025 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-265 |
2.618 |
120-037 |
1.618 |
119-217 |
1.000 |
119-130 |
0.618 |
119-077 |
HIGH |
118-310 |
0.618 |
118-257 |
0.500 |
118-240 |
0.382 |
118-223 |
LOW |
118-170 |
0.618 |
118-083 |
1.000 |
118-030 |
1.618 |
117-263 |
2.618 |
117-123 |
4.250 |
116-215 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
118-280 |
119-025 |
PP |
118-260 |
119-010 |
S1 |
118-240 |
118-315 |
|