ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-180 |
118-080 |
0-220 |
0.6% |
118-090 |
| High |
118-130 |
118-305 |
0-175 |
0.5% |
118-305 |
| Low |
117-165 |
118-020 |
0-175 |
0.5% |
117-160 |
| Close |
118-080 |
118-275 |
0-195 |
0.5% |
118-275 |
| Range |
0-285 |
0-285 |
0-000 |
0.0% |
1-145 |
| ATR |
0-207 |
0-212 |
0-006 |
2.7% |
0-000 |
| Volume |
935,940 |
1,220,163 |
284,223 |
30.4% |
4,732,349 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-095 |
120-310 |
119-112 |
|
| R3 |
120-130 |
120-025 |
119-033 |
|
| R2 |
119-165 |
119-165 |
119-007 |
|
| R1 |
119-060 |
119-060 |
118-301 |
119-112 |
| PP |
118-200 |
118-200 |
118-200 |
118-226 |
| S1 |
118-095 |
118-095 |
118-249 |
118-148 |
| S2 |
117-235 |
117-235 |
118-223 |
|
| S3 |
116-270 |
117-130 |
118-197 |
|
| S4 |
115-305 |
116-165 |
118-118 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-255 |
122-090 |
119-211 |
|
| R3 |
121-110 |
120-265 |
119-083 |
|
| R2 |
119-285 |
119-285 |
119-040 |
|
| R1 |
119-120 |
119-120 |
118-318 |
119-202 |
| PP |
118-140 |
118-140 |
118-140 |
118-181 |
| S1 |
117-295 |
117-295 |
118-232 |
118-058 |
| S2 |
116-315 |
116-315 |
118-190 |
|
| S3 |
115-170 |
116-150 |
118-147 |
|
| S4 |
114-025 |
115-005 |
118-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-305 |
117-160 |
1-145 |
1.2% |
0-208 |
0.5% |
94% |
True |
False |
946,469 |
| 10 |
118-305 |
117-080 |
1-225 |
1.4% |
0-210 |
0.6% |
94% |
True |
False |
929,439 |
| 20 |
118-305 |
115-190 |
3-115 |
2.8% |
0-204 |
0.5% |
97% |
True |
False |
907,007 |
| 40 |
119-000 |
114-285 |
4-035 |
3.5% |
0-206 |
0.5% |
97% |
False |
False |
773,590 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-205 |
0.5% |
71% |
False |
False |
614,163 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-207 |
0.5% |
71% |
False |
False |
461,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-236 |
|
2.618 |
121-091 |
|
1.618 |
120-126 |
|
1.000 |
119-270 |
|
0.618 |
119-161 |
|
HIGH |
118-305 |
|
0.618 |
118-196 |
|
0.500 |
118-162 |
|
0.382 |
118-129 |
|
LOW |
118-020 |
|
0.618 |
117-164 |
|
1.000 |
117-055 |
|
1.618 |
116-199 |
|
2.618 |
115-234 |
|
4.250 |
114-089 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-238 |
118-208 |
| PP |
118-200 |
118-140 |
| S1 |
118-162 |
118-072 |
|