ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
114-230 |
114-120 |
-0-110 |
-0.3% |
117-060 |
| High |
114-280 |
114-120 |
-0-160 |
-0.4% |
117-060 |
| Low |
114-230 |
114-120 |
-0-110 |
-0.3% |
115-220 |
| Close |
114-230 |
114-100 |
-0-130 |
-0.4% |
116-060 |
| Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
1-160 |
| ATR |
0-198 |
0-192 |
-0-006 |
-3.2% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-113 |
114-107 |
114-100 |
|
| R3 |
114-113 |
114-107 |
114-100 |
|
| R2 |
114-113 |
114-113 |
114-100 |
|
| R1 |
114-107 |
114-107 |
114-100 |
114-110 |
| PP |
114-113 |
114-113 |
114-113 |
114-115 |
| S1 |
114-107 |
114-107 |
114-100 |
114-110 |
| S2 |
114-113 |
114-113 |
114-100 |
|
| S3 |
114-113 |
114-107 |
114-100 |
|
| S4 |
114-113 |
114-107 |
114-100 |
|
|
| 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 |
114-120 |
|
2.618 |
114-120 |
|
1.618 |
114-120 |
|
1.000 |
114-120 |
|
0.618 |
114-120 |
|
HIGH |
114-120 |
|
0.618 |
114-120 |
|
0.500 |
114-120 |
|
0.382 |
114-120 |
|
LOW |
114-120 |
|
0.618 |
114-120 |
|
1.000 |
114-120 |
|
1.618 |
114-120 |
|
2.618 |
114-120 |
|
4.250 |
114-120 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-120 |
114-200 |
| PP |
114-113 |
114-167 |
| S1 |
114-107 |
114-133 |
|