ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
114-000 |
-0-100 |
-0.3% |
114-270 |
| High |
114-110 |
114-110 |
0-000 |
0.0% |
114-280 |
| Low |
114-010 |
114-000 |
-0-010 |
0.0% |
114-120 |
| Close |
114-040 |
114-080 |
0-040 |
0.1% |
114-100 |
| Range |
0-100 |
0-110 |
0-010 |
10.0% |
0-160 |
| ATR |
0-185 |
0-180 |
-0-005 |
-2.9% |
0-000 |
| Volume |
2 |
50 |
48 |
2,400.0% |
0 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-073 |
115-027 |
114-140 |
|
| R3 |
114-283 |
114-237 |
114-110 |
|
| R2 |
114-173 |
114-173 |
114-100 |
|
| R1 |
114-127 |
114-127 |
114-090 |
114-150 |
| PP |
114-063 |
114-063 |
114-063 |
114-075 |
| S1 |
114-017 |
114-017 |
114-070 |
114-040 |
| S2 |
113-273 |
113-273 |
114-060 |
|
| S3 |
113-163 |
113-227 |
114-050 |
|
| S4 |
113-053 |
113-117 |
114-020 |
|
|
| 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 |
115-258 |
|
2.618 |
115-078 |
|
1.618 |
114-288 |
|
1.000 |
114-220 |
|
0.618 |
114-178 |
|
HIGH |
114-110 |
|
0.618 |
114-068 |
|
0.500 |
114-055 |
|
0.382 |
114-042 |
|
LOW |
114-000 |
|
0.618 |
113-252 |
|
1.000 |
113-210 |
|
1.618 |
113-142 |
|
2.618 |
113-032 |
|
4.250 |
112-172 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-072 |
114-073 |
| PP |
114-063 |
114-067 |
| S1 |
114-055 |
114-060 |
|