ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-080 |
121-220 |
0-140 |
0.4% |
118-220 |
| High |
121-250 |
121-220 |
-0-030 |
-0.1% |
120-190 |
| Low |
121-050 |
121-090 |
0-040 |
0.1% |
118-220 |
| Close |
121-180 |
121-190 |
0-010 |
0.0% |
120-160 |
| Range |
0-200 |
0-130 |
-0-070 |
-35.0% |
1-290 |
| ATR |
0-171 |
0-168 |
-0-003 |
-1.7% |
0-000 |
| Volume |
32 |
108 |
76 |
237.5% |
347 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-237 |
122-183 |
121-262 |
|
| R3 |
122-107 |
122-053 |
121-226 |
|
| R2 |
121-297 |
121-297 |
121-214 |
|
| R1 |
121-243 |
121-243 |
121-202 |
121-205 |
| PP |
121-167 |
121-167 |
121-167 |
121-148 |
| S1 |
121-113 |
121-113 |
121-178 |
121-075 |
| S2 |
121-037 |
121-037 |
121-166 |
|
| S3 |
120-227 |
120-303 |
121-154 |
|
| S4 |
120-097 |
120-173 |
121-118 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-207 |
124-313 |
121-176 |
|
| R3 |
123-237 |
123-023 |
121-008 |
|
| R2 |
121-267 |
121-267 |
120-272 |
|
| R1 |
121-053 |
121-053 |
120-216 |
121-160 |
| PP |
119-297 |
119-297 |
119-297 |
120-030 |
| S1 |
119-083 |
119-083 |
120-104 |
119-190 |
| S2 |
118-007 |
118-007 |
120-048 |
|
| S3 |
116-037 |
117-113 |
119-312 |
|
| S4 |
114-067 |
115-143 |
119-144 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-132 |
|
2.618 |
122-240 |
|
1.618 |
122-110 |
|
1.000 |
122-030 |
|
0.618 |
121-300 |
|
HIGH |
121-220 |
|
0.618 |
121-170 |
|
0.500 |
121-155 |
|
0.382 |
121-140 |
|
LOW |
121-090 |
|
0.618 |
121-010 |
|
1.000 |
120-280 |
|
1.618 |
120-200 |
|
2.618 |
120-070 |
|
4.250 |
119-178 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-178 |
121-152 |
| PP |
121-167 |
121-113 |
| S1 |
121-155 |
121-075 |
|