ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-110 |
120-070 |
-0-040 |
-0.1% |
121-140 |
| High |
120-180 |
120-210 |
0-030 |
0.1% |
122-290 |
| Low |
119-170 |
119-270 |
0-100 |
0.3% |
120-130 |
| Close |
120-020 |
120-100 |
0-080 |
0.2% |
120-230 |
| Range |
1-010 |
0-260 |
-0-070 |
-21.2% |
2-160 |
| ATR |
1-085 |
1-075 |
-0-010 |
-2.6% |
0-000 |
| Volume |
5,182 |
7,395 |
2,213 |
42.7% |
15,874 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-227 |
122-103 |
120-243 |
|
| R3 |
121-287 |
121-163 |
120-172 |
|
| R2 |
121-027 |
121-027 |
120-148 |
|
| R1 |
120-223 |
120-223 |
120-124 |
120-285 |
| PP |
120-087 |
120-087 |
120-087 |
120-118 |
| S1 |
119-283 |
119-283 |
120-076 |
120-025 |
| S2 |
119-147 |
119-147 |
120-052 |
|
| S3 |
118-207 |
119-023 |
120-028 |
|
| S4 |
117-267 |
118-083 |
119-277 |
|
|
| 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 |
124-035 |
|
2.618 |
122-251 |
|
1.618 |
121-311 |
|
1.000 |
121-150 |
|
0.618 |
121-051 |
|
HIGH |
120-210 |
|
0.618 |
120-111 |
|
0.500 |
120-080 |
|
0.382 |
120-049 |
|
LOW |
119-270 |
|
0.618 |
119-109 |
|
1.000 |
119-010 |
|
1.618 |
118-169 |
|
2.618 |
117-229 |
|
4.250 |
116-125 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-093 |
120-165 |
| PP |
120-087 |
120-143 |
| S1 |
120-080 |
120-122 |
|