ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-270 |
118-090 |
0-140 |
0.4% |
117-245 |
| High |
118-140 |
118-095 |
-0-045 |
-0.1% |
118-140 |
| Low |
117-110 |
117-230 |
0-120 |
0.3% |
117-080 |
| Close |
118-050 |
117-275 |
-0-095 |
-0.3% |
118-050 |
| Range |
1-030 |
0-185 |
-0-165 |
-47.1% |
1-060 |
| ATR |
0-212 |
0-210 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,184,205 |
1,211,739 |
27,534 |
2.3% |
4,562,043 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-222 |
119-113 |
118-057 |
|
| R3 |
119-037 |
118-248 |
118-006 |
|
| R2 |
118-172 |
118-172 |
117-309 |
|
| R1 |
118-063 |
118-063 |
117-292 |
118-025 |
| PP |
117-307 |
117-307 |
117-307 |
117-288 |
| S1 |
117-198 |
117-198 |
117-258 |
117-160 |
| S2 |
117-122 |
117-122 |
117-241 |
|
| S3 |
116-257 |
117-013 |
117-224 |
|
| S4 |
116-072 |
116-148 |
117-173 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-163 |
121-007 |
118-259 |
|
| R3 |
120-103 |
119-267 |
118-154 |
|
| R2 |
119-043 |
119-043 |
118-120 |
|
| R1 |
118-207 |
118-207 |
118-085 |
118-285 |
| PP |
117-303 |
117-303 |
117-303 |
118-022 |
| S1 |
117-147 |
117-147 |
118-015 |
117-225 |
| S2 |
116-243 |
116-243 |
117-300 |
|
| S3 |
115-183 |
116-087 |
117-266 |
|
| S4 |
114-123 |
115-027 |
117-161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-140 |
117-080 |
1-060 |
1.0% |
0-229 |
0.6% |
51% |
False |
False |
962,708 |
| 10 |
118-140 |
116-300 |
1-160 |
1.3% |
0-195 |
0.5% |
61% |
False |
False |
958,072 |
| 20 |
118-140 |
114-310 |
3-150 |
2.9% |
0-201 |
0.5% |
83% |
False |
False |
857,602 |
| 40 |
119-315 |
114-285 |
5-030 |
4.3% |
0-209 |
0.6% |
58% |
False |
False |
763,099 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
53% |
False |
False |
555,632 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-207 |
0.5% |
53% |
False |
False |
417,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-241 |
|
2.618 |
119-259 |
|
1.618 |
119-074 |
|
1.000 |
118-280 |
|
0.618 |
118-209 |
|
HIGH |
118-095 |
|
0.618 |
118-024 |
|
0.500 |
118-002 |
|
0.382 |
117-301 |
|
LOW |
117-230 |
|
0.618 |
117-116 |
|
1.000 |
117-045 |
|
1.618 |
116-251 |
|
2.618 |
116-066 |
|
4.250 |
115-084 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-002 |
117-273 |
| PP |
117-307 |
117-272 |
| S1 |
117-291 |
117-270 |
|