ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
114-070 |
-0-050 |
-0.1% |
114-100 |
| High |
114-120 |
114-100 |
-0-020 |
-0.1% |
114-130 |
| Low |
113-180 |
113-210 |
0-030 |
0.1% |
113-180 |
| Close |
114-020 |
114-040 |
0-020 |
0.1% |
114-020 |
| Range |
0-260 |
0-210 |
-0-050 |
-19.2% |
0-270 |
| ATR |
0-179 |
0-181 |
0-002 |
1.2% |
0-000 |
| Volume |
12 |
413 |
401 |
3,341.7% |
116 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-000 |
115-230 |
114-156 |
|
| R3 |
115-110 |
115-020 |
114-098 |
|
| R2 |
114-220 |
114-220 |
114-078 |
|
| R1 |
114-130 |
114-130 |
114-059 |
114-070 |
| PP |
114-010 |
114-010 |
114-010 |
113-300 |
| S1 |
113-240 |
113-240 |
114-021 |
113-180 |
| S2 |
113-120 |
113-120 |
114-002 |
|
| S3 |
112-230 |
113-030 |
113-302 |
|
| S4 |
112-020 |
112-140 |
113-244 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-173 |
116-047 |
114-168 |
|
| R3 |
115-223 |
115-097 |
114-094 |
|
| R2 |
114-273 |
114-273 |
114-070 |
|
| R1 |
114-147 |
114-147 |
114-045 |
114-075 |
| PP |
114-003 |
114-003 |
114-003 |
113-288 |
| S1 |
113-197 |
113-197 |
113-315 |
113-125 |
| S2 |
113-053 |
113-053 |
113-290 |
|
| S3 |
112-103 |
112-247 |
113-266 |
|
| S4 |
111-153 |
111-297 |
113-192 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-032 |
|
2.618 |
116-010 |
|
1.618 |
115-120 |
|
1.000 |
114-310 |
|
0.618 |
114-230 |
|
HIGH |
114-100 |
|
0.618 |
114-020 |
|
0.500 |
113-315 |
|
0.382 |
113-290 |
|
LOW |
113-210 |
|
0.618 |
113-080 |
|
1.000 |
113-000 |
|
1.618 |
112-190 |
|
2.618 |
111-300 |
|
4.250 |
110-278 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-025 |
114-025 |
| PP |
114-010 |
114-010 |
| S1 |
113-315 |
113-315 |
|