ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-235 |
118-230 |
-0-005 |
0.0% |
118-090 |
| High |
118-245 |
118-235 |
-0-010 |
0.0% |
118-305 |
| Low |
118-140 |
118-040 |
-0-100 |
-0.3% |
117-160 |
| Close |
118-155 |
118-075 |
-0-080 |
-0.2% |
118-275 |
| Range |
0-105 |
0-195 |
0-090 |
85.7% |
1-145 |
| ATR |
0-207 |
0-206 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,664,425 |
677,849 |
-986,576 |
-59.3% |
4,732,349 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-062 |
119-263 |
118-182 |
|
| R3 |
119-187 |
119-068 |
118-129 |
|
| R2 |
118-312 |
118-312 |
118-111 |
|
| R1 |
118-193 |
118-193 |
118-093 |
118-155 |
| PP |
118-117 |
118-117 |
118-117 |
118-098 |
| S1 |
117-318 |
117-318 |
118-057 |
117-280 |
| S2 |
117-242 |
117-242 |
118-039 |
|
| S3 |
117-047 |
117-123 |
118-021 |
|
| S4 |
116-172 |
116-248 |
117-288 |
|
|
| 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% |
0-206 |
0.5% |
51% |
False |
False |
1,022,062 |
| 10 |
118-305 |
117-080 |
1-225 |
1.4% |
0-212 |
0.6% |
58% |
False |
False |
1,009,303 |
| 20 |
118-305 |
116-010 |
2-295 |
2.5% |
0-201 |
0.5% |
75% |
False |
False |
939,700 |
| 40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-201 |
0.5% |
82% |
False |
False |
787,254 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-205 |
0.5% |
60% |
False |
False |
653,021 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
60% |
False |
False |
490,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-104 |
|
2.618 |
120-106 |
|
1.618 |
119-231 |
|
1.000 |
119-110 |
|
0.618 |
119-036 |
|
HIGH |
118-235 |
|
0.618 |
118-161 |
|
0.500 |
118-138 |
|
0.382 |
118-114 |
|
LOW |
118-040 |
|
0.618 |
117-239 |
|
1.000 |
117-165 |
|
1.618 |
117-044 |
|
2.618 |
116-169 |
|
4.250 |
115-171 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-138 |
118-162 |
| PP |
118-117 |
118-133 |
| S1 |
118-096 |
118-104 |
|