ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-110 |
116-060 |
-0-050 |
-0.1% |
115-210 |
| High |
116-150 |
116-070 |
-0-080 |
-0.2% |
116-150 |
| Low |
116-070 |
116-000 |
-0-070 |
-0.2% |
115-160 |
| Close |
116-110 |
116-050 |
-0-060 |
-0.2% |
116-110 |
| Range |
0-080 |
0-070 |
-0-010 |
-12.5% |
0-310 |
| ATR |
0-180 |
0-175 |
-0-005 |
-2.8% |
0-000 |
| Volume |
3,928 |
1,661 |
-2,267 |
-57.7% |
5,554 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-250 |
116-220 |
116-088 |
|
| R3 |
116-180 |
116-150 |
116-069 |
|
| R2 |
116-110 |
116-110 |
116-063 |
|
| R1 |
116-080 |
116-080 |
116-056 |
116-060 |
| PP |
116-040 |
116-040 |
116-040 |
116-030 |
| S1 |
116-010 |
116-010 |
116-044 |
115-310 |
| S2 |
115-290 |
115-290 |
116-037 |
|
| S3 |
115-220 |
115-260 |
116-031 |
|
| S4 |
115-150 |
115-190 |
116-012 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-003 |
118-207 |
116-280 |
|
| R3 |
118-013 |
117-217 |
116-195 |
|
| R2 |
117-023 |
117-023 |
116-167 |
|
| R1 |
116-227 |
116-227 |
116-138 |
116-285 |
| PP |
116-033 |
116-033 |
116-033 |
116-062 |
| S1 |
115-237 |
115-237 |
116-082 |
115-295 |
| S2 |
115-043 |
115-043 |
116-053 |
|
| S3 |
114-053 |
114-247 |
116-025 |
|
| S4 |
113-063 |
113-257 |
115-260 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-048 |
|
2.618 |
116-253 |
|
1.618 |
116-183 |
|
1.000 |
116-140 |
|
0.618 |
116-113 |
|
HIGH |
116-070 |
|
0.618 |
116-043 |
|
0.500 |
116-035 |
|
0.382 |
116-027 |
|
LOW |
116-000 |
|
0.618 |
115-277 |
|
1.000 |
115-250 |
|
1.618 |
115-207 |
|
2.618 |
115-137 |
|
4.250 |
115-022 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-045 |
116-047 |
| PP |
116-040 |
116-043 |
| S1 |
116-035 |
116-040 |
|