ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
114-000 |
114-070 |
0-070 |
0.2% |
114-270 |
| High |
114-110 |
114-130 |
0-020 |
0.1% |
114-280 |
| Low |
114-000 |
114-070 |
0-070 |
0.2% |
114-120 |
| Close |
114-080 |
114-140 |
0-060 |
0.2% |
114-100 |
| Range |
0-110 |
0-060 |
-0-050 |
-45.5% |
0-160 |
| ATR |
0-180 |
0-171 |
-0-009 |
-4.8% |
0-000 |
| Volume |
50 |
52 |
2 |
4.0% |
0 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-293 |
114-277 |
114-173 |
|
| R3 |
114-233 |
114-217 |
114-156 |
|
| R2 |
114-173 |
114-173 |
114-151 |
|
| R1 |
114-157 |
114-157 |
114-146 |
114-165 |
| PP |
114-113 |
114-113 |
114-113 |
114-118 |
| S1 |
114-097 |
114-097 |
114-134 |
114-105 |
| S2 |
114-053 |
114-053 |
114-129 |
|
| S3 |
113-313 |
114-037 |
114-124 |
|
| S4 |
113-253 |
113-297 |
114-107 |
|
|
| 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 |
115-065 |
|
2.618 |
114-287 |
|
1.618 |
114-227 |
|
1.000 |
114-190 |
|
0.618 |
114-167 |
|
HIGH |
114-130 |
|
0.618 |
114-107 |
|
0.500 |
114-100 |
|
0.382 |
114-093 |
|
LOW |
114-070 |
|
0.618 |
114-033 |
|
1.000 |
114-010 |
|
1.618 |
113-293 |
|
2.618 |
113-233 |
|
4.250 |
113-135 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-127 |
114-115 |
| PP |
114-113 |
114-090 |
| S1 |
114-100 |
114-065 |
|