ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
118-200 |
118-260 |
0-060 |
0.2% |
119-220 |
High |
118-310 |
119-070 |
0-080 |
0.2% |
120-010 |
Low |
118-170 |
118-260 |
0-090 |
0.2% |
118-150 |
Close |
118-300 |
119-000 |
0-020 |
0.1% |
118-300 |
Range |
0-140 |
0-130 |
-0-010 |
-7.1% |
1-180 |
ATR |
0-000 |
0-199 |
0-199 |
|
0-000 |
Volume |
566 |
1,280 |
714 |
126.1% |
4,869 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-073 |
120-007 |
119-072 |
|
R3 |
119-263 |
119-197 |
119-036 |
|
R2 |
119-133 |
119-133 |
119-024 |
|
R1 |
119-067 |
119-067 |
119-012 |
119-100 |
PP |
119-003 |
119-003 |
119-003 |
119-020 |
S1 |
118-257 |
118-257 |
118-308 |
118-290 |
S2 |
118-193 |
118-193 |
118-296 |
|
S3 |
118-063 |
118-127 |
118-284 |
|
S4 |
117-253 |
117-317 |
118-248 |
|
|
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 |
120-302 |
2.618 |
120-090 |
1.618 |
119-280 |
1.000 |
119-200 |
0.618 |
119-150 |
HIGH |
119-070 |
0.618 |
119-020 |
0.500 |
119-005 |
0.382 |
118-310 |
LOW |
118-260 |
0.618 |
118-180 |
1.000 |
118-130 |
1.618 |
118-050 |
2.618 |
117-240 |
4.250 |
117-028 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
119-005 |
119-025 |
PP |
119-003 |
119-017 |
S1 |
119-002 |
119-008 |
|