ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-210 |
120-220 |
0-010 |
0.0% |
121-140 |
| High |
121-190 |
121-300 |
0-110 |
0.3% |
122-290 |
| Low |
120-190 |
120-220 |
0-030 |
0.1% |
120-130 |
| Close |
120-230 |
121-240 |
1-010 |
0.9% |
120-230 |
| Range |
1-000 |
1-080 |
0-080 |
25.0% |
2-160 |
| ATR |
1-084 |
1-084 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,581 |
2,581 |
0 |
0.0% |
15,874 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-067 |
124-233 |
122-140 |
|
| R3 |
123-307 |
123-153 |
122-030 |
|
| R2 |
122-227 |
122-227 |
121-313 |
|
| R1 |
122-073 |
122-073 |
121-277 |
122-150 |
| PP |
121-147 |
121-147 |
121-147 |
121-185 |
| S1 |
120-313 |
120-313 |
121-203 |
121-070 |
| S2 |
120-067 |
120-067 |
121-167 |
|
| S3 |
118-307 |
119-233 |
121-130 |
|
| S4 |
117-227 |
118-153 |
121-020 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-270 |
127-090 |
122-030 |
|
| R3 |
126-110 |
124-250 |
121-130 |
|
| R2 |
123-270 |
123-270 |
121-057 |
|
| R1 |
122-090 |
122-090 |
120-303 |
121-260 |
| PP |
121-110 |
121-110 |
121-110 |
121-035 |
| S1 |
119-250 |
119-250 |
120-157 |
119-100 |
| S2 |
118-270 |
118-270 |
120-083 |
|
| S3 |
116-110 |
117-090 |
120-010 |
|
| S4 |
113-270 |
114-250 |
119-110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-080 |
|
2.618 |
125-067 |
|
1.618 |
123-307 |
|
1.000 |
123-060 |
|
0.618 |
122-227 |
|
HIGH |
121-300 |
|
0.618 |
121-147 |
|
0.500 |
121-100 |
|
0.382 |
121-053 |
|
LOW |
120-220 |
|
0.618 |
119-293 |
|
1.000 |
119-140 |
|
1.618 |
118-213 |
|
2.618 |
117-133 |
|
4.250 |
115-120 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-193 |
121-178 |
| PP |
121-147 |
121-117 |
| S1 |
121-100 |
121-055 |
|