ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
119-090 |
119-160 |
0-070 |
0.2% |
118-260 |
High |
119-150 |
120-000 |
0-170 |
0.4% |
120-000 |
Low |
118-260 |
118-310 |
0-050 |
0.1% |
118-260 |
Close |
119-150 |
119-310 |
0-160 |
0.4% |
119-310 |
Range |
0-210 |
1-010 |
0-120 |
57.1% |
1-060 |
ATR |
0-210 |
0-219 |
0-009 |
4.1% |
0-000 |
Volume |
4,855 |
570 |
-4,285 |
-88.3% |
9,882 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-237 |
122-123 |
120-172 |
|
R3 |
121-227 |
121-113 |
120-081 |
|
R2 |
120-217 |
120-217 |
120-050 |
|
R1 |
120-103 |
120-103 |
120-020 |
120-160 |
PP |
119-207 |
119-207 |
119-207 |
119-235 |
S1 |
119-093 |
119-093 |
119-280 |
119-150 |
S2 |
118-197 |
118-197 |
119-250 |
|
S3 |
117-187 |
118-083 |
119-219 |
|
S4 |
116-177 |
117-073 |
119-128 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-050 |
122-240 |
120-199 |
|
R3 |
121-310 |
121-180 |
120-094 |
|
R2 |
120-250 |
120-250 |
120-060 |
|
R1 |
120-120 |
120-120 |
120-025 |
120-185 |
PP |
119-190 |
119-190 |
119-190 |
119-222 |
S1 |
119-060 |
119-060 |
119-275 |
119-125 |
S2 |
118-130 |
118-130 |
119-240 |
|
S3 |
117-070 |
118-000 |
119-206 |
|
S4 |
116-010 |
116-260 |
119-101 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-122 |
2.618 |
122-224 |
1.618 |
121-214 |
1.000 |
121-010 |
0.618 |
120-204 |
HIGH |
120-000 |
0.618 |
119-194 |
0.500 |
119-155 |
0.382 |
119-116 |
LOW |
118-310 |
0.618 |
118-106 |
1.000 |
117-300 |
1.618 |
117-096 |
2.618 |
116-086 |
4.250 |
114-188 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
119-258 |
119-250 |
PP |
119-207 |
119-190 |
S1 |
119-155 |
119-130 |
|