ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-090 |
114-000 |
-0-090 |
-0.2% |
114-100 |
| High |
114-150 |
114-160 |
0-010 |
0.0% |
114-130 |
| Low |
114-070 |
114-000 |
-0-070 |
-0.2% |
113-180 |
| Close |
114-160 |
114-120 |
-0-040 |
-0.1% |
114-020 |
| Range |
0-080 |
0-160 |
0-080 |
100.0% |
0-270 |
| ATR |
0-182 |
0-181 |
-0-002 |
-0.9% |
0-000 |
| Volume |
16 |
10 |
-6 |
-37.5% |
116 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-253 |
115-187 |
114-208 |
|
| R3 |
115-093 |
115-027 |
114-164 |
|
| R2 |
114-253 |
114-253 |
114-149 |
|
| R1 |
114-187 |
114-187 |
114-135 |
114-220 |
| PP |
114-093 |
114-093 |
114-093 |
114-110 |
| S1 |
114-027 |
114-027 |
114-105 |
114-060 |
| S2 |
113-253 |
113-253 |
114-091 |
|
| S3 |
113-093 |
113-187 |
114-076 |
|
| S4 |
112-253 |
113-027 |
114-032 |
|
|
| 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 |
116-200 |
|
2.618 |
115-259 |
|
1.618 |
115-099 |
|
1.000 |
115-000 |
|
0.618 |
114-259 |
|
HIGH |
114-160 |
|
0.618 |
114-099 |
|
0.500 |
114-080 |
|
0.382 |
114-061 |
|
LOW |
114-000 |
|
0.618 |
113-221 |
|
1.000 |
113-160 |
|
1.618 |
113-061 |
|
2.618 |
112-221 |
|
4.250 |
111-280 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-107 |
114-125 |
| PP |
114-093 |
114-123 |
| S1 |
114-080 |
114-122 |
|