ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121-150 |
120-110 |
-1-040 |
-0.9% |
121-140 |
High |
121-160 |
120-180 |
-0-300 |
-0.8% |
122-290 |
Low |
120-070 |
119-170 |
-0-220 |
-0.6% |
120-130 |
Close |
120-190 |
120-020 |
-0-170 |
-0.4% |
120-230 |
Range |
1-090 |
1-010 |
-0-080 |
-19.5% |
2-160 |
ATR |
1-090 |
1-085 |
-0-005 |
-1.2% |
0-000 |
Volume |
4,462 |
5,182 |
720 |
16.1% |
15,874 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-047 |
122-203 |
120-202 |
|
R3 |
122-037 |
121-193 |
120-111 |
|
R2 |
121-027 |
121-027 |
120-080 |
|
R1 |
120-183 |
120-183 |
120-050 |
120-100 |
PP |
120-017 |
120-017 |
120-017 |
119-295 |
S1 |
119-173 |
119-173 |
119-310 |
119-090 |
S2 |
119-007 |
119-007 |
119-280 |
|
S3 |
117-317 |
118-163 |
119-249 |
|
S4 |
116-307 |
117-153 |
119-158 |
|
|
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 |
124-302 |
2.618 |
123-084 |
1.618 |
122-074 |
1.000 |
121-190 |
0.618 |
121-064 |
HIGH |
120-180 |
0.618 |
120-054 |
0.500 |
120-015 |
0.382 |
119-296 |
LOW |
119-170 |
0.618 |
118-286 |
1.000 |
118-160 |
1.618 |
117-276 |
2.618 |
116-266 |
4.250 |
115-048 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120-018 |
120-235 |
PP |
120-017 |
120-163 |
S1 |
120-015 |
120-092 |
|