ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-290 |
0-200 |
0.5% |
119-050 |
| High |
119-290 |
120-110 |
0-140 |
0.4% |
119-220 |
| Low |
119-090 |
119-250 |
0-160 |
0.4% |
118-310 |
| Close |
119-290 |
120-110 |
0-140 |
0.4% |
119-110 |
| Range |
0-200 |
0-180 |
-0-020 |
-10.0% |
0-230 |
| ATR |
0-171 |
0-172 |
0-001 |
0.4% |
0-000 |
| Volume |
32 |
39 |
7 |
21.9% |
195 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-270 |
121-210 |
120-209 |
|
| R3 |
121-090 |
121-030 |
120-160 |
|
| R2 |
120-230 |
120-230 |
120-143 |
|
| R1 |
120-170 |
120-170 |
120-126 |
120-200 |
| PP |
120-050 |
120-050 |
120-050 |
120-065 |
| S1 |
119-310 |
119-310 |
120-094 |
120-020 |
| S2 |
119-190 |
119-190 |
120-077 |
|
| S3 |
119-010 |
119-130 |
120-060 |
|
| S4 |
118-150 |
118-270 |
120-011 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-157 |
121-043 |
119-236 |
|
| R3 |
120-247 |
120-133 |
119-173 |
|
| R2 |
120-017 |
120-017 |
119-152 |
|
| R1 |
119-223 |
119-223 |
119-131 |
119-280 |
| PP |
119-107 |
119-107 |
119-107 |
119-135 |
| S1 |
118-313 |
118-313 |
119-089 |
119-050 |
| S2 |
118-197 |
118-197 |
119-068 |
|
| S3 |
117-287 |
118-083 |
119-047 |
|
| S4 |
117-057 |
117-173 |
118-304 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-235 |
|
2.618 |
121-261 |
|
1.618 |
121-081 |
|
1.000 |
120-290 |
|
0.618 |
120-221 |
|
HIGH |
120-110 |
|
0.618 |
120-041 |
|
0.500 |
120-020 |
|
0.382 |
119-319 |
|
LOW |
119-250 |
|
0.618 |
119-139 |
|
1.000 |
119-070 |
|
1.618 |
118-279 |
|
2.618 |
118-099 |
|
4.250 |
117-125 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-080 |
120-022 |
| PP |
120-050 |
119-253 |
| S1 |
120-020 |
119-165 |
|