ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-100 |
0-030 |
0.1% |
114-100 |
| High |
114-100 |
114-250 |
0-150 |
0.4% |
114-130 |
| Low |
113-210 |
114-090 |
0-200 |
0.5% |
113-180 |
| Close |
114-040 |
114-240 |
0-200 |
0.5% |
114-020 |
| Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
0-270 |
| ATR |
0-181 |
0-183 |
0-002 |
1.1% |
0-000 |
| Volume |
413 |
62 |
-351 |
-85.0% |
116 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-033 |
115-297 |
115-008 |
|
| R3 |
115-193 |
115-137 |
114-284 |
|
| R2 |
115-033 |
115-033 |
114-269 |
|
| R1 |
114-297 |
114-297 |
114-255 |
115-005 |
| PP |
114-193 |
114-193 |
114-193 |
114-208 |
| S1 |
114-137 |
114-137 |
114-225 |
114-165 |
| S2 |
114-033 |
114-033 |
114-211 |
|
| S3 |
113-193 |
113-297 |
114-196 |
|
| S4 |
113-033 |
113-137 |
114-152 |
|
|
| 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 |
116-290 |
|
2.618 |
116-029 |
|
1.618 |
115-189 |
|
1.000 |
115-090 |
|
0.618 |
115-029 |
|
HIGH |
114-250 |
|
0.618 |
114-189 |
|
0.500 |
114-170 |
|
0.382 |
114-151 |
|
LOW |
114-090 |
|
0.618 |
113-311 |
|
1.000 |
113-250 |
|
1.618 |
113-151 |
|
2.618 |
112-311 |
|
4.250 |
112-050 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-217 |
114-178 |
| PP |
114-193 |
114-117 |
| S1 |
114-170 |
114-055 |
|