ECBOT 10 Year T-Note Future June 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 |
116-050 |
116-250 |
0-200 |
0.5% |
116-250 |
High |
116-300 |
117-160 |
0-180 |
0.5% |
117-160 |
Low |
116-020 |
116-220 |
0-200 |
0.5% |
116-020 |
Close |
116-250 |
117-140 |
0-210 |
0.6% |
117-140 |
Range |
0-280 |
0-260 |
-0-020 |
-7.1% |
1-140 |
ATR |
0-181 |
0-187 |
0-006 |
3.1% |
0-000 |
Volume |
4,614 |
3,453 |
-1,161 |
-25.2% |
17,067 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-207 |
119-113 |
117-283 |
|
R3 |
118-267 |
118-173 |
117-212 |
|
R2 |
118-007 |
118-007 |
117-188 |
|
R1 |
117-233 |
117-233 |
117-164 |
117-280 |
PP |
117-067 |
117-067 |
117-067 |
117-090 |
S1 |
116-293 |
116-293 |
117-116 |
117-020 |
S2 |
116-127 |
116-127 |
117-092 |
|
S3 |
115-187 |
116-033 |
117-068 |
|
S4 |
114-247 |
115-093 |
116-317 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-100 |
120-260 |
118-073 |
|
R3 |
119-280 |
119-120 |
117-266 |
|
R2 |
118-140 |
118-140 |
117-224 |
|
R1 |
117-300 |
117-300 |
117-182 |
118-060 |
PP |
117-000 |
117-000 |
117-000 |
117-040 |
S1 |
116-160 |
116-160 |
117-098 |
116-240 |
S2 |
115-180 |
115-180 |
117-056 |
|
S3 |
114-040 |
115-020 |
117-014 |
|
S4 |
112-220 |
113-200 |
116-207 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-305 |
2.618 |
119-201 |
1.618 |
118-261 |
1.000 |
118-100 |
0.618 |
118-001 |
HIGH |
117-160 |
0.618 |
117-061 |
0.500 |
117-030 |
0.382 |
116-319 |
LOW |
116-220 |
0.618 |
116-059 |
1.000 |
115-280 |
1.618 |
115-119 |
2.618 |
114-179 |
4.250 |
113-075 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
117-103 |
117-070 |
PP |
117-067 |
117-000 |
S1 |
117-030 |
116-250 |
|