ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-050 |
114-260 |
0-210 |
0.6% |
114-070 |
| High |
114-190 |
115-080 |
0-210 |
0.6% |
114-250 |
| Low |
114-050 |
114-260 |
0-210 |
0.6% |
113-210 |
| Close |
114-150 |
115-060 |
0-230 |
0.6% |
114-150 |
| Range |
0-140 |
0-140 |
0-000 |
0.0% |
1-040 |
| ATR |
0-180 |
0-185 |
0-005 |
2.8% |
0-000 |
| Volume |
85 |
85 |
0 |
0.0% |
586 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-127 |
116-073 |
115-137 |
|
| R3 |
115-307 |
115-253 |
115-098 |
|
| R2 |
115-167 |
115-167 |
115-086 |
|
| R1 |
115-113 |
115-113 |
115-073 |
115-140 |
| PP |
115-027 |
115-027 |
115-027 |
115-040 |
| S1 |
114-293 |
114-293 |
115-047 |
115-000 |
| S2 |
114-207 |
114-207 |
115-034 |
|
| S3 |
114-067 |
114-153 |
115-022 |
|
| S4 |
113-247 |
114-013 |
114-303 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-217 |
117-063 |
115-028 |
|
| R3 |
116-177 |
116-023 |
114-249 |
|
| R2 |
115-137 |
115-137 |
114-216 |
|
| R1 |
114-303 |
114-303 |
114-183 |
115-060 |
| PP |
114-097 |
114-097 |
114-097 |
114-135 |
| S1 |
113-263 |
113-263 |
114-117 |
114-020 |
| S2 |
113-057 |
113-057 |
114-084 |
|
| S3 |
112-017 |
112-223 |
114-051 |
|
| S4 |
110-297 |
111-183 |
113-272 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-035 |
|
2.618 |
116-127 |
|
1.618 |
115-307 |
|
1.000 |
115-220 |
|
0.618 |
115-167 |
|
HIGH |
115-080 |
|
0.618 |
115-027 |
|
0.500 |
115-010 |
|
0.382 |
114-313 |
|
LOW |
114-260 |
|
0.618 |
114-173 |
|
1.000 |
114-120 |
|
1.618 |
114-033 |
|
2.618 |
113-213 |
|
4.250 |
112-305 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-043 |
115-007 |
| PP |
115-027 |
114-273 |
| S1 |
115-010 |
114-220 |
|