ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-000 |
114-050 |
-0-270 |
-0.7% |
114-070 |
| High |
115-050 |
115-080 |
0-030 |
0.1% |
114-250 |
| Low |
114-220 |
114-050 |
-0-170 |
-0.5% |
113-210 |
| Close |
114-250 |
115-070 |
0-140 |
0.4% |
114-150 |
| Range |
0-150 |
1-030 |
0-200 |
133.3% |
1-040 |
| ATR |
0-183 |
0-195 |
0-012 |
6.5% |
0-000 |
| Volume |
85 |
629 |
544 |
640.0% |
586 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-050 |
117-250 |
115-262 |
|
| R3 |
117-020 |
116-220 |
115-166 |
|
| R2 |
115-310 |
115-310 |
115-134 |
|
| R1 |
115-190 |
115-190 |
115-102 |
115-250 |
| PP |
114-280 |
114-280 |
114-280 |
114-310 |
| S1 |
114-160 |
114-160 |
115-038 |
114-220 |
| S2 |
113-250 |
113-250 |
115-006 |
|
| S3 |
112-220 |
113-130 |
114-294 |
|
| S4 |
111-190 |
112-100 |
114-198 |
|
|
| 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 |
119-288 |
|
2.618 |
118-036 |
|
1.618 |
117-006 |
|
1.000 |
116-110 |
|
0.618 |
115-296 |
|
HIGH |
115-080 |
|
0.618 |
114-266 |
|
0.500 |
114-225 |
|
0.382 |
114-184 |
|
LOW |
114-050 |
|
0.618 |
113-154 |
|
1.000 |
113-020 |
|
1.618 |
112-124 |
|
2.618 |
111-094 |
|
4.250 |
109-162 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-015 |
115-015 |
| PP |
114-280 |
114-280 |
| S1 |
114-225 |
114-225 |
|