ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
120-120 |
0-050 |
0.1% |
120-220 |
| High |
120-210 |
120-140 |
-0-070 |
-0.2% |
121-300 |
| Low |
119-270 |
119-160 |
-0-110 |
-0.3% |
119-160 |
| Close |
120-100 |
119-230 |
-0-190 |
-0.5% |
119-230 |
| Range |
0-260 |
0-300 |
0-040 |
15.4% |
2-140 |
| ATR |
1-075 |
1-068 |
-0-007 |
-1.7% |
0-000 |
| Volume |
7,395 |
8,744 |
1,349 |
18.2% |
28,364 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-223 |
122-047 |
120-075 |
|
| R3 |
121-243 |
121-067 |
119-312 |
|
| R2 |
120-263 |
120-263 |
119-285 |
|
| R1 |
120-087 |
120-087 |
119-258 |
120-025 |
| PP |
119-283 |
119-283 |
119-283 |
119-252 |
| S1 |
119-107 |
119-107 |
119-202 |
119-045 |
| S2 |
118-303 |
118-303 |
119-175 |
|
| S3 |
118-003 |
118-127 |
119-148 |
|
| S4 |
117-023 |
117-147 |
119-065 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-223 |
126-047 |
121-019 |
|
| R3 |
125-083 |
123-227 |
120-124 |
|
| R2 |
122-263 |
122-263 |
120-053 |
|
| R1 |
121-087 |
121-087 |
119-302 |
120-265 |
| PP |
120-123 |
120-123 |
120-123 |
120-052 |
| S1 |
118-267 |
118-267 |
119-158 |
118-125 |
| S2 |
117-303 |
117-303 |
119-087 |
|
| S3 |
115-163 |
116-127 |
119-016 |
|
| S4 |
113-023 |
113-307 |
118-121 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-135 |
|
2.618 |
122-285 |
|
1.618 |
121-305 |
|
1.000 |
121-120 |
|
0.618 |
121-005 |
|
HIGH |
120-140 |
|
0.618 |
120-025 |
|
0.500 |
119-310 |
|
0.382 |
119-275 |
|
LOW |
119-160 |
|
0.618 |
118-295 |
|
1.000 |
118-180 |
|
1.618 |
117-315 |
|
2.618 |
117-015 |
|
4.250 |
115-165 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-310 |
120-025 |
| PP |
119-283 |
119-307 |
| S1 |
119-257 |
119-268 |
|