ECBOT 5 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 |
115-100 |
115-050 |
-0-050 |
-0.1% |
114-270 |
High |
115-100 |
115-050 |
-0-050 |
-0.1% |
115-070 |
Low |
115-010 |
115-050 |
0-040 |
0.1% |
114-270 |
Close |
115-020 |
115-050 |
0-030 |
0.1% |
115-070 |
Range |
0-090 |
0-000 |
-0-090 |
-100.0% |
0-120 |
ATR |
|
|
|
|
|
Volume |
3,358 |
52 |
-3,306 |
-98.5% |
823 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-050 |
115-050 |
115-050 |
|
R3 |
115-050 |
115-050 |
115-050 |
|
R2 |
115-050 |
115-050 |
115-050 |
|
R1 |
115-050 |
115-050 |
115-050 |
115-050 |
PP |
115-050 |
115-050 |
115-050 |
115-050 |
S1 |
115-050 |
115-050 |
115-050 |
115-050 |
S2 |
115-050 |
115-050 |
115-050 |
|
S3 |
115-050 |
115-050 |
115-050 |
|
S4 |
115-050 |
115-050 |
115-050 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-070 |
116-030 |
115-136 |
|
R3 |
115-270 |
115-230 |
115-103 |
|
R2 |
115-150 |
115-150 |
115-092 |
|
R1 |
115-110 |
115-110 |
115-081 |
115-130 |
PP |
115-030 |
115-030 |
115-030 |
115-040 |
S1 |
114-310 |
114-310 |
115-059 |
115-010 |
S2 |
114-230 |
114-230 |
115-048 |
|
S3 |
114-110 |
114-190 |
115-037 |
|
S4 |
113-310 |
114-070 |
115-004 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-050 |
2.618 |
115-050 |
1.618 |
115-050 |
1.000 |
115-050 |
0.618 |
115-050 |
HIGH |
115-050 |
0.618 |
115-050 |
0.500 |
115-050 |
0.382 |
115-050 |
LOW |
115-050 |
0.618 |
115-050 |
1.000 |
115-050 |
1.618 |
115-050 |
2.618 |
115-050 |
4.250 |
115-050 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
115-050 |
115-055 |
PP |
115-050 |
115-053 |
S1 |
115-050 |
115-052 |
|