ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-295 |
117-255 |
-0-040 |
-0.1% |
118-235 |
| High |
118-015 |
118-080 |
0-065 |
0.2% |
118-245 |
| Low |
117-160 |
117-240 |
0-080 |
0.2% |
117-160 |
| Close |
117-245 |
118-025 |
0-100 |
0.3% |
118-025 |
| Range |
0-175 |
0-160 |
-0-015 |
-8.6% |
1-085 |
| ATR |
0-205 |
0-202 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,100,423 |
1,037,379 |
-63,044 |
-5.7% |
5,663,969 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-168 |
119-097 |
118-113 |
|
| R3 |
119-008 |
118-257 |
118-069 |
|
| R2 |
118-168 |
118-168 |
118-054 |
|
| R1 |
118-097 |
118-097 |
118-040 |
118-132 |
| PP |
118-008 |
118-008 |
118-008 |
118-026 |
| S1 |
117-257 |
117-257 |
118-010 |
117-292 |
| S2 |
117-168 |
117-168 |
117-316 |
|
| S3 |
117-008 |
117-097 |
117-301 |
|
| S4 |
116-168 |
116-257 |
117-257 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-292 |
121-083 |
118-248 |
|
| R3 |
120-207 |
119-318 |
118-136 |
|
| R2 |
119-122 |
119-122 |
118-099 |
|
| R1 |
118-233 |
118-233 |
118-062 |
118-135 |
| PP |
118-037 |
118-037 |
118-037 |
117-308 |
| S1 |
117-148 |
117-148 |
117-308 |
117-050 |
| S2 |
116-272 |
116-272 |
117-271 |
|
| S3 |
115-187 |
116-063 |
117-234 |
|
| S4 |
114-102 |
114-298 |
117-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-245 |
117-160 |
1-085 |
1.1% |
0-171 |
0.5% |
46% |
False |
False |
1,132,793 |
| 10 |
118-305 |
117-160 |
1-145 |
1.2% |
0-190 |
0.5% |
40% |
False |
False |
1,039,631 |
| 20 |
118-305 |
116-215 |
2-090 |
1.9% |
0-195 |
0.5% |
62% |
False |
False |
982,303 |
| 40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-197 |
0.5% |
78% |
False |
False |
808,509 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
57% |
False |
False |
707,922 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
57% |
False |
False |
531,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-120 |
|
2.618 |
119-179 |
|
1.618 |
119-019 |
|
1.000 |
118-240 |
|
0.618 |
118-179 |
|
HIGH |
118-080 |
|
0.618 |
118-019 |
|
0.500 |
118-000 |
|
0.382 |
117-301 |
|
LOW |
117-240 |
|
0.618 |
117-141 |
|
1.000 |
117-080 |
|
1.618 |
116-301 |
|
2.618 |
116-141 |
|
4.250 |
115-200 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-017 |
118-014 |
| PP |
118-008 |
118-003 |
| S1 |
118-000 |
117-312 |
|