ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
119-090 |
0-100 |
0.3% |
119-230 |
| High |
118-310 |
119-220 |
0-230 |
0.6% |
119-290 |
| Low |
118-310 |
119-090 |
0-100 |
0.3% |
118-230 |
| Close |
118-310 |
119-200 |
0-210 |
0.6% |
119-180 |
| Range |
0-000 |
0-130 |
0-130 |
|
1-060 |
| ATR |
0-165 |
0-169 |
0-005 |
2.8% |
0-000 |
| Volume |
1 |
7 |
6 |
600.0% |
124 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-240 |
120-190 |
119-272 |
|
| R3 |
120-110 |
120-060 |
119-236 |
|
| R2 |
119-300 |
119-300 |
119-224 |
|
| R1 |
119-250 |
119-250 |
119-212 |
119-275 |
| PP |
119-170 |
119-170 |
119-170 |
119-182 |
| S1 |
119-120 |
119-120 |
119-188 |
119-145 |
| S2 |
119-040 |
119-040 |
119-176 |
|
| S3 |
118-230 |
118-310 |
119-164 |
|
| S4 |
118-100 |
118-180 |
119-128 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-307 |
122-143 |
120-069 |
|
| R3 |
121-247 |
121-083 |
119-284 |
|
| R2 |
120-187 |
120-187 |
119-250 |
|
| R1 |
120-023 |
120-023 |
119-215 |
119-235 |
| PP |
119-127 |
119-127 |
119-127 |
119-072 |
| S1 |
118-283 |
118-283 |
119-145 |
118-175 |
| S2 |
118-067 |
118-067 |
119-110 |
|
| S3 |
117-007 |
117-223 |
119-076 |
|
| S4 |
115-267 |
116-163 |
118-291 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-132 |
|
2.618 |
120-240 |
|
1.618 |
120-110 |
|
1.000 |
120-030 |
|
0.618 |
119-300 |
|
HIGH |
119-220 |
|
0.618 |
119-170 |
|
0.500 |
119-155 |
|
0.382 |
119-140 |
|
LOW |
119-090 |
|
0.618 |
119-010 |
|
1.000 |
118-280 |
|
1.618 |
118-200 |
|
2.618 |
118-070 |
|
4.250 |
117-178 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-185 |
119-168 |
| PP |
119-170 |
119-137 |
| S1 |
119-155 |
119-105 |
|