ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-280 |
0-020 |
0.1% |
119-220 |
| High |
119-070 |
119-280 |
0-210 |
0.6% |
120-010 |
| Low |
118-260 |
118-280 |
0-020 |
0.1% |
118-150 |
| Close |
119-000 |
119-250 |
0-250 |
0.7% |
118-300 |
| Range |
0-130 |
1-000 |
0-190 |
146.2% |
1-180 |
| ATR |
0-199 |
0-207 |
0-009 |
4.4% |
0-000 |
| Volume |
1,280 |
327 |
-953 |
-74.5% |
4,869 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-163 |
122-047 |
120-106 |
|
| R3 |
121-163 |
121-047 |
120-018 |
|
| R2 |
120-163 |
120-163 |
119-309 |
|
| R1 |
120-047 |
120-047 |
119-279 |
120-105 |
| PP |
119-163 |
119-163 |
119-163 |
119-192 |
| S1 |
119-047 |
119-047 |
119-221 |
119-105 |
| S2 |
118-163 |
118-163 |
119-191 |
|
| S3 |
117-163 |
118-047 |
119-162 |
|
| S4 |
116-163 |
117-047 |
119-074 |
|
|
| 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 |
124-040 |
|
2.618 |
122-158 |
|
1.618 |
121-158 |
|
1.000 |
120-280 |
|
0.618 |
120-158 |
|
HIGH |
119-280 |
|
0.618 |
119-158 |
|
0.500 |
119-120 |
|
0.382 |
119-082 |
|
LOW |
118-280 |
|
0.618 |
118-082 |
|
1.000 |
117-280 |
|
1.618 |
117-082 |
|
2.618 |
116-082 |
|
4.250 |
114-200 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-207 |
119-188 |
| PP |
119-163 |
119-127 |
| S1 |
119-120 |
119-065 |
|