ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
115-250 |
116-220 |
0-290 |
0.8% |
116-180 |
High |
116-250 |
116-310 |
0-060 |
0.2% |
116-300 |
Low |
115-230 |
116-150 |
0-240 |
0.6% |
115-150 |
Close |
116-210 |
116-220 |
0-010 |
0.0% |
115-240 |
Range |
1-020 |
0-160 |
-0-180 |
-52.9% |
1-150 |
ATR |
0-181 |
0-180 |
-0-002 |
-0.8% |
0-000 |
Volume |
207,037 |
552,666 |
345,629 |
166.9% |
115,509 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-067 |
117-303 |
116-308 |
|
R3 |
117-227 |
117-143 |
116-264 |
|
R2 |
117-067 |
117-067 |
116-249 |
|
R1 |
116-303 |
116-303 |
116-235 |
116-300 |
PP |
116-227 |
116-227 |
116-227 |
116-225 |
S1 |
116-143 |
116-143 |
116-205 |
116-140 |
S2 |
116-067 |
116-067 |
116-191 |
|
S3 |
115-227 |
115-303 |
116-176 |
|
S4 |
115-067 |
115-143 |
116-132 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-147 |
119-183 |
116-178 |
|
R3 |
118-317 |
118-033 |
116-049 |
|
R2 |
117-167 |
117-167 |
116-006 |
|
R1 |
116-203 |
116-203 |
115-283 |
116-110 |
PP |
116-017 |
116-017 |
116-017 |
115-290 |
S1 |
115-053 |
115-053 |
115-197 |
114-280 |
S2 |
114-187 |
114-187 |
115-154 |
|
S3 |
113-037 |
113-223 |
115-111 |
|
S4 |
111-207 |
112-073 |
114-302 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-030 |
2.618 |
118-089 |
1.618 |
117-249 |
1.000 |
117-150 |
0.618 |
117-089 |
HIGH |
116-310 |
0.618 |
116-249 |
0.500 |
116-230 |
0.382 |
116-211 |
LOW |
116-150 |
0.618 |
116-051 |
1.000 |
115-310 |
1.618 |
115-211 |
2.618 |
115-051 |
4.250 |
114-110 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
116-230 |
116-178 |
PP |
116-227 |
116-137 |
S1 |
116-223 |
116-095 |
|