ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-220 |
119-100 |
-0-120 |
-0.3% |
119-120 |
| High |
120-010 |
119-170 |
-0-160 |
-0.4% |
120-020 |
| Low |
119-050 |
119-090 |
0-040 |
0.1% |
118-280 |
| Close |
119-120 |
119-180 |
0-060 |
0.2% |
119-220 |
| Range |
0-280 |
0-080 |
-0-200 |
-71.4% |
1-060 |
| ATR |
|
|
|
|
|
| Volume |
1,878 |
920 |
-958 |
-51.0% |
3,231 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-067 |
120-043 |
119-224 |
|
| R3 |
119-307 |
119-283 |
119-202 |
|
| R2 |
119-227 |
119-227 |
119-195 |
|
| R1 |
119-203 |
119-203 |
119-187 |
119-215 |
| PP |
119-147 |
119-147 |
119-147 |
119-152 |
| S1 |
119-123 |
119-123 |
119-173 |
119-135 |
| S2 |
119-067 |
119-067 |
119-165 |
|
| S3 |
118-307 |
119-043 |
119-158 |
|
| S4 |
118-227 |
118-283 |
119-136 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-033 |
122-187 |
120-109 |
|
| R3 |
121-293 |
121-127 |
120-004 |
|
| R2 |
120-233 |
120-233 |
119-290 |
|
| R1 |
120-067 |
120-067 |
119-255 |
120-150 |
| PP |
119-173 |
119-173 |
119-173 |
119-215 |
| S1 |
119-007 |
119-007 |
119-185 |
119-090 |
| S2 |
118-113 |
118-113 |
119-150 |
|
| S3 |
117-053 |
117-267 |
119-116 |
|
| S4 |
115-313 |
116-207 |
119-011 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-190 |
|
2.618 |
120-059 |
|
1.618 |
119-299 |
|
1.000 |
119-250 |
|
0.618 |
119-219 |
|
HIGH |
119-170 |
|
0.618 |
119-139 |
|
0.500 |
119-130 |
|
0.382 |
119-121 |
|
LOW |
119-090 |
|
0.618 |
119-041 |
|
1.000 |
119-010 |
|
1.618 |
118-281 |
|
2.618 |
118-201 |
|
4.250 |
118-070 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-163 |
119-195 |
| PP |
119-147 |
119-190 |
| S1 |
119-130 |
119-185 |
|