ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-250 |
116-090 |
-0-160 |
-0.4% |
116-060 |
| High |
116-250 |
116-180 |
-0-070 |
-0.2% |
116-280 |
| Low |
116-090 |
116-050 |
-0-040 |
-0.1% |
115-260 |
| Close |
116-110 |
116-170 |
0-060 |
0.2% |
116-210 |
| Range |
0-160 |
0-130 |
-0-030 |
-18.8% |
1-020 |
| ATR |
0-179 |
0-175 |
-0-003 |
-2.0% |
0-000 |
| Volume |
5,611 |
1,261 |
-4,350 |
-77.5% |
13,093 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-203 |
117-157 |
116-242 |
|
| R3 |
117-073 |
117-027 |
116-206 |
|
| R2 |
116-263 |
116-263 |
116-194 |
|
| R1 |
116-217 |
116-217 |
116-182 |
116-240 |
| PP |
116-133 |
116-133 |
116-133 |
116-145 |
| S1 |
116-087 |
116-087 |
116-158 |
116-110 |
| S2 |
116-003 |
116-003 |
116-146 |
|
| S3 |
115-193 |
115-277 |
116-134 |
|
| S4 |
115-063 |
115-147 |
116-098 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-067 |
117-077 |
|
| R3 |
118-183 |
118-047 |
116-304 |
|
| R2 |
117-163 |
117-163 |
116-272 |
|
| R1 |
117-027 |
117-027 |
116-241 |
117-095 |
| PP |
116-143 |
116-143 |
116-143 |
116-178 |
| S1 |
116-007 |
116-007 |
116-179 |
116-075 |
| S2 |
115-123 |
115-123 |
116-148 |
|
| S3 |
114-103 |
114-307 |
116-116 |
|
| S4 |
113-083 |
113-287 |
116-023 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-092 |
|
2.618 |
117-200 |
|
1.618 |
117-070 |
|
1.000 |
116-310 |
|
0.618 |
116-260 |
|
HIGH |
116-180 |
|
0.618 |
116-130 |
|
0.500 |
116-115 |
|
0.382 |
116-100 |
|
LOW |
116-050 |
|
0.618 |
115-290 |
|
1.000 |
115-240 |
|
1.618 |
115-160 |
|
2.618 |
115-030 |
|
4.250 |
114-138 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-152 |
116-152 |
| PP |
116-133 |
116-133 |
| S1 |
116-115 |
116-115 |
|