ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
114-270 |
-1-120 |
-1.2% |
117-060 |
| High |
116-070 |
114-270 |
-1-120 |
-1.2% |
117-060 |
| Low |
116-070 |
114-250 |
-1-140 |
-1.2% |
115-220 |
| Close |
116-060 |
114-270 |
-1-110 |
-1.2% |
116-060 |
| Range |
0-000 |
0-020 |
0-020 |
|
1-160 |
| ATR |
|
|
|
|
|
| Volume |
1 |
0 |
-1 |
-100.0% |
27 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-003 |
114-317 |
114-281 |
|
| R3 |
114-303 |
114-297 |
114-276 |
|
| R2 |
114-283 |
114-283 |
114-274 |
|
| R1 |
114-277 |
114-277 |
114-272 |
114-280 |
| PP |
114-263 |
114-263 |
114-263 |
114-265 |
| S1 |
114-257 |
114-257 |
114-268 |
114-260 |
| S2 |
114-243 |
114-243 |
114-266 |
|
| S3 |
114-223 |
114-237 |
114-264 |
|
| S4 |
114-203 |
114-217 |
114-259 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-007 |
117-004 |
|
| R3 |
119-113 |
118-167 |
116-192 |
|
| R2 |
117-273 |
117-273 |
116-148 |
|
| R1 |
117-007 |
117-007 |
116-104 |
116-220 |
| PP |
116-113 |
116-113 |
116-113 |
116-060 |
| S1 |
115-167 |
115-167 |
116-016 |
115-060 |
| S2 |
114-273 |
114-273 |
115-292 |
|
| S3 |
113-113 |
114-007 |
115-248 |
|
| S4 |
111-273 |
112-167 |
115-116 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-035 |
|
2.618 |
115-002 |
|
1.618 |
114-302 |
|
1.000 |
114-290 |
|
0.618 |
114-282 |
|
HIGH |
114-270 |
|
0.618 |
114-262 |
|
0.500 |
114-260 |
|
0.382 |
114-258 |
|
LOW |
114-250 |
|
0.618 |
114-238 |
|
1.000 |
114-230 |
|
1.618 |
114-218 |
|
2.618 |
114-198 |
|
4.250 |
114-165 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-267 |
115-230 |
| PP |
114-263 |
115-137 |
| S1 |
114-260 |
115-043 |
|