ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
121-150 |
0-250 |
0.6% |
121-140 |
| High |
121-300 |
121-160 |
-0-140 |
-0.4% |
122-290 |
| Low |
120-220 |
120-070 |
-0-150 |
-0.4% |
120-130 |
| Close |
121-240 |
120-190 |
-1-050 |
-0.9% |
120-230 |
| Range |
1-080 |
1-090 |
0-010 |
2.5% |
2-160 |
| ATR |
1-084 |
1-090 |
0-006 |
1.5% |
0-000 |
| Volume |
2,581 |
4,462 |
1,881 |
72.9% |
15,874 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-197 |
123-283 |
121-096 |
|
| R3 |
123-107 |
122-193 |
120-303 |
|
| R2 |
122-017 |
122-017 |
120-265 |
|
| R1 |
121-103 |
121-103 |
120-228 |
121-015 |
| PP |
120-247 |
120-247 |
120-247 |
120-202 |
| S1 |
120-013 |
120-013 |
120-152 |
119-245 |
| S2 |
119-157 |
119-157 |
120-115 |
|
| S3 |
118-067 |
118-243 |
120-077 |
|
| S4 |
116-297 |
117-153 |
119-284 |
|
|
| 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 |
126-302 |
|
2.618 |
124-273 |
|
1.618 |
123-183 |
|
1.000 |
122-250 |
|
0.618 |
122-093 |
|
HIGH |
121-160 |
|
0.618 |
121-003 |
|
0.500 |
120-275 |
|
0.382 |
120-227 |
|
LOW |
120-070 |
|
0.618 |
119-137 |
|
1.000 |
118-300 |
|
1.618 |
118-047 |
|
2.618 |
116-277 |
|
4.250 |
114-248 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-275 |
121-025 |
| PP |
120-247 |
120-293 |
| S1 |
120-218 |
120-242 |
|