ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
119-290 |
119-260 |
-0-030 |
-0.1% |
120-220 |
| High |
120-000 |
121-090 |
1-090 |
1.1% |
121-300 |
| Low |
119-060 |
119-210 |
0-150 |
0.4% |
119-160 |
| Close |
119-140 |
121-000 |
1-180 |
1.3% |
119-230 |
| Range |
0-260 |
1-200 |
0-260 |
100.0% |
2-140 |
| ATR |
1-059 |
1-074 |
0-015 |
4.0% |
0-000 |
| Volume |
3,787 |
6,609 |
2,822 |
74.5% |
28,364 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-167 |
124-283 |
121-286 |
|
| R3 |
123-287 |
123-083 |
121-143 |
|
| R2 |
122-087 |
122-087 |
121-095 |
|
| R1 |
121-203 |
121-203 |
121-048 |
121-305 |
| PP |
120-207 |
120-207 |
120-207 |
120-258 |
| S1 |
120-003 |
120-003 |
120-272 |
120-105 |
| S2 |
119-007 |
119-007 |
120-225 |
|
| S3 |
117-127 |
118-123 |
120-177 |
|
| S4 |
115-247 |
116-243 |
120-034 |
|
|
| 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 |
128-060 |
|
2.618 |
125-171 |
|
1.618 |
123-291 |
|
1.000 |
122-290 |
|
0.618 |
122-091 |
|
HIGH |
121-090 |
|
0.618 |
120-211 |
|
0.500 |
120-150 |
|
0.382 |
120-089 |
|
LOW |
119-210 |
|
0.618 |
118-209 |
|
1.000 |
118-010 |
|
1.618 |
117-009 |
|
2.618 |
115-129 |
|
4.250 |
112-240 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-263 |
120-238 |
| PP |
120-207 |
120-157 |
| S1 |
120-150 |
120-075 |
|