ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-080 |
116-050 |
-0-030 |
-0.1% |
116-060 |
| High |
116-090 |
116-300 |
0-210 |
0.6% |
116-280 |
| Low |
116-020 |
116-020 |
0-000 |
0.0% |
115-260 |
| Close |
116-030 |
116-250 |
0-220 |
0.6% |
116-210 |
| Range |
0-070 |
0-280 |
0-210 |
300.0% |
1-020 |
| ATR |
0-174 |
0-181 |
0-008 |
4.4% |
0-000 |
| Volume |
2,128 |
4,614 |
2,486 |
116.8% |
13,093 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
118-280 |
117-084 |
|
| R3 |
118-110 |
118-000 |
117-007 |
|
| R2 |
117-150 |
117-150 |
116-301 |
|
| R1 |
117-040 |
117-040 |
116-276 |
117-095 |
| PP |
116-190 |
116-190 |
116-190 |
116-218 |
| S1 |
116-080 |
116-080 |
116-224 |
116-135 |
| S2 |
115-230 |
115-230 |
116-199 |
|
| S3 |
114-270 |
115-120 |
116-173 |
|
| S4 |
113-310 |
114-160 |
116-096 |
|
|
| 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 |
120-210 |
|
2.618 |
119-073 |
|
1.618 |
118-113 |
|
1.000 |
117-260 |
|
0.618 |
117-153 |
|
HIGH |
116-300 |
|
0.618 |
116-193 |
|
0.500 |
116-160 |
|
0.382 |
116-127 |
|
LOW |
116-020 |
|
0.618 |
115-167 |
|
1.000 |
115-060 |
|
1.618 |
114-207 |
|
2.618 |
113-247 |
|
4.250 |
112-110 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-220 |
116-220 |
| PP |
116-190 |
116-190 |
| S1 |
116-160 |
116-160 |
|