ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
119-110 |
0-150 |
0.4% |
119-220 |
| High |
119-280 |
119-150 |
-0-130 |
-0.3% |
120-010 |
| Low |
118-280 |
119-000 |
0-040 |
0.1% |
118-150 |
| Close |
119-250 |
119-020 |
-0-230 |
-0.6% |
118-300 |
| Range |
1-000 |
0-150 |
-0-170 |
-53.1% |
1-180 |
| ATR |
0-207 |
0-210 |
0-003 |
1.5% |
0-000 |
| Volume |
327 |
2,850 |
2,523 |
771.6% |
4,869 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-187 |
120-093 |
119-102 |
|
| R3 |
120-037 |
119-263 |
119-061 |
|
| R2 |
119-207 |
119-207 |
119-048 |
|
| R1 |
119-113 |
119-113 |
119-034 |
119-085 |
| PP |
119-057 |
119-057 |
119-057 |
119-042 |
| S1 |
118-283 |
118-283 |
119-006 |
118-255 |
| S2 |
118-227 |
118-227 |
118-312 |
|
| S3 |
118-077 |
118-133 |
118-299 |
|
| S4 |
117-247 |
117-303 |
118-258 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-267 |
122-303 |
119-255 |
|
| R3 |
122-087 |
121-123 |
119-118 |
|
| R2 |
120-227 |
120-227 |
119-072 |
|
| R1 |
119-263 |
119-263 |
119-026 |
119-155 |
| PP |
119-047 |
119-047 |
119-047 |
118-312 |
| S1 |
118-083 |
118-083 |
118-254 |
117-295 |
| S2 |
117-187 |
117-187 |
118-208 |
|
| S3 |
116-007 |
116-223 |
118-162 |
|
| S4 |
114-147 |
115-043 |
118-025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-148 |
|
2.618 |
120-223 |
|
1.618 |
120-073 |
|
1.000 |
119-300 |
|
0.618 |
119-243 |
|
HIGH |
119-150 |
|
0.618 |
119-093 |
|
0.500 |
119-075 |
|
0.382 |
119-057 |
|
LOW |
119-000 |
|
0.618 |
118-227 |
|
1.000 |
118-170 |
|
1.618 |
118-077 |
|
2.618 |
117-247 |
|
4.250 |
117-002 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-075 |
119-110 |
| PP |
119-057 |
119-080 |
| S1 |
119-038 |
119-050 |
|