ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
116-100 |
-0-070 |
-0.2% |
115-210 |
| High |
116-170 |
116-210 |
0-040 |
0.1% |
116-150 |
| Low |
116-080 |
116-020 |
-0-060 |
-0.2% |
115-160 |
| Close |
116-090 |
116-040 |
-0-050 |
-0.1% |
116-110 |
| Range |
0-090 |
0-190 |
0-100 |
111.1% |
0-310 |
| ATR |
0-171 |
0-173 |
0-001 |
0.8% |
0-000 |
| Volume |
564 |
2,923 |
2,359 |
418.3% |
5,554 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
117-220 |
116-144 |
|
| R3 |
117-150 |
117-030 |
116-092 |
|
| R2 |
116-280 |
116-280 |
116-075 |
|
| R1 |
116-160 |
116-160 |
116-057 |
116-125 |
| PP |
116-090 |
116-090 |
116-090 |
116-072 |
| S1 |
115-290 |
115-290 |
116-023 |
115-255 |
| S2 |
115-220 |
115-220 |
116-005 |
|
| S3 |
115-030 |
115-100 |
115-308 |
|
| S4 |
114-160 |
114-230 |
115-256 |
|
|
| 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 |
119-058 |
|
2.618 |
118-067 |
|
1.618 |
117-197 |
|
1.000 |
117-080 |
|
0.618 |
117-007 |
|
HIGH |
116-210 |
|
0.618 |
116-137 |
|
0.500 |
116-115 |
|
0.382 |
116-093 |
|
LOW |
116-020 |
|
0.618 |
115-223 |
|
1.000 |
115-150 |
|
1.618 |
115-033 |
|
2.618 |
114-163 |
|
4.250 |
113-172 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-115 |
116-105 |
| PP |
116-090 |
116-083 |
| S1 |
116-065 |
116-062 |
|