ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-090 |
-0-020 |
-0.1% |
119-220 |
| High |
119-150 |
119-150 |
0-000 |
0.0% |
120-010 |
| Low |
119-000 |
118-260 |
-0-060 |
-0.2% |
118-150 |
| Close |
119-020 |
119-150 |
0-130 |
0.3% |
118-300 |
| Range |
0-150 |
0-210 |
0-060 |
40.0% |
1-180 |
| ATR |
0-210 |
0-210 |
0-000 |
0.0% |
0-000 |
| Volume |
2,850 |
4,855 |
2,005 |
70.4% |
4,869 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-070 |
121-000 |
119-266 |
|
| R3 |
120-180 |
120-110 |
119-208 |
|
| R2 |
119-290 |
119-290 |
119-188 |
|
| R1 |
119-220 |
119-220 |
119-169 |
119-255 |
| PP |
119-080 |
119-080 |
119-080 |
119-098 |
| S1 |
119-010 |
119-010 |
119-131 |
119-045 |
| S2 |
118-190 |
118-190 |
119-112 |
|
| S3 |
117-300 |
118-120 |
119-092 |
|
| S4 |
117-090 |
117-230 |
119-034 |
|
|
| 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 |
122-082 |
|
2.618 |
121-060 |
|
1.618 |
120-170 |
|
1.000 |
120-040 |
|
0.618 |
119-280 |
|
HIGH |
119-150 |
|
0.618 |
119-070 |
|
0.500 |
119-045 |
|
0.382 |
119-020 |
|
LOW |
118-260 |
|
0.618 |
118-130 |
|
1.000 |
118-050 |
|
1.618 |
117-240 |
|
2.618 |
117-030 |
|
4.250 |
116-008 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-115 |
119-137 |
| PP |
119-080 |
119-123 |
| S1 |
119-045 |
119-110 |
|