ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
114-100 |
-0-020 |
-0.1% |
114-270 |
| High |
114-120 |
114-110 |
-0-010 |
0.0% |
114-280 |
| Low |
114-120 |
114-010 |
-0-110 |
-0.3% |
114-120 |
| Close |
114-100 |
114-040 |
-0-060 |
-0.2% |
114-100 |
| Range |
0-000 |
0-100 |
0-100 |
|
0-160 |
| ATR |
0-192 |
0-185 |
-0-007 |
-3.4% |
0-000 |
| Volume |
0 |
2 |
2 |
|
0 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-033 |
114-297 |
114-095 |
|
| R3 |
114-253 |
114-197 |
114-068 |
|
| R2 |
114-153 |
114-153 |
114-058 |
|
| R1 |
114-097 |
114-097 |
114-049 |
114-075 |
| PP |
114-053 |
114-053 |
114-053 |
114-042 |
| S1 |
113-317 |
113-317 |
114-031 |
113-295 |
| S2 |
113-273 |
113-273 |
114-022 |
|
| S3 |
113-173 |
113-217 |
114-012 |
|
| S4 |
113-073 |
113-117 |
113-305 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-007 |
115-213 |
114-188 |
|
| R3 |
115-167 |
115-053 |
114-144 |
|
| R2 |
115-007 |
115-007 |
114-129 |
|
| R1 |
114-213 |
114-213 |
114-115 |
114-190 |
| PP |
114-167 |
114-167 |
114-167 |
114-155 |
| S1 |
114-053 |
114-053 |
114-085 |
114-030 |
| S2 |
114-007 |
114-007 |
114-071 |
|
| S3 |
113-167 |
113-213 |
114-056 |
|
| S4 |
113-007 |
113-053 |
114-012 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-215 |
|
2.618 |
115-052 |
|
1.618 |
114-272 |
|
1.000 |
114-210 |
|
0.618 |
114-172 |
|
HIGH |
114-110 |
|
0.618 |
114-072 |
|
0.500 |
114-060 |
|
0.382 |
114-048 |
|
LOW |
114-010 |
|
0.618 |
113-268 |
|
1.000 |
113-230 |
|
1.618 |
113-168 |
|
2.618 |
113-068 |
|
4.250 |
112-225 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-060 |
114-145 |
| PP |
114-053 |
114-110 |
| S1 |
114-047 |
114-075 |
|