ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
114-050 |
-0-110 |
-0.3% |
114-070 |
| High |
114-250 |
114-190 |
-0-060 |
-0.2% |
114-250 |
| Low |
114-040 |
114-050 |
0-010 |
0.0% |
113-210 |
| Close |
114-150 |
114-150 |
0-000 |
0.0% |
114-150 |
| Range |
0-210 |
0-140 |
-0-070 |
-33.3% |
1-040 |
| ATR |
0-183 |
0-180 |
-0-003 |
-1.7% |
0-000 |
| Volume |
85 |
85 |
0 |
0.0% |
586 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-230 |
115-170 |
114-227 |
|
| R3 |
115-090 |
115-030 |
114-188 |
|
| R2 |
114-270 |
114-270 |
114-176 |
|
| R1 |
114-210 |
114-210 |
114-163 |
114-240 |
| PP |
114-130 |
114-130 |
114-130 |
114-145 |
| S1 |
114-070 |
114-070 |
114-137 |
114-100 |
| S2 |
113-310 |
113-310 |
114-124 |
|
| S3 |
113-170 |
113-250 |
114-112 |
|
| S4 |
113-030 |
113-110 |
114-073 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-217 |
117-063 |
115-028 |
|
| R3 |
116-177 |
116-023 |
114-249 |
|
| R2 |
115-137 |
115-137 |
114-216 |
|
| R1 |
114-303 |
114-303 |
114-183 |
115-060 |
| PP |
114-097 |
114-097 |
114-097 |
114-135 |
| S1 |
113-263 |
113-263 |
114-117 |
114-020 |
| S2 |
113-057 |
113-057 |
114-084 |
|
| S3 |
112-017 |
112-223 |
114-051 |
|
| S4 |
110-297 |
111-183 |
113-272 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-145 |
|
2.618 |
115-237 |
|
1.618 |
115-097 |
|
1.000 |
115-010 |
|
0.618 |
114-277 |
|
HIGH |
114-190 |
|
0.618 |
114-137 |
|
0.500 |
114-120 |
|
0.382 |
114-103 |
|
LOW |
114-050 |
|
0.618 |
113-283 |
|
1.000 |
113-230 |
|
1.618 |
113-143 |
|
2.618 |
113-003 |
|
4.250 |
112-095 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-140 |
114-142 |
| PP |
114-130 |
114-133 |
| S1 |
114-120 |
114-125 |
|