ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-220 |
115-260 |
0-040 |
0.1% |
115-100 |
| High |
115-250 |
115-260 |
0-010 |
0.0% |
115-250 |
| Low |
115-150 |
115-230 |
0-080 |
0.2% |
114-300 |
| Close |
115-280 |
115-220 |
-0-060 |
-0.2% |
115-280 |
| Range |
0-100 |
0-030 |
-0-070 |
-70.0% |
0-270 |
| ATR |
0-067 |
0-066 |
-0-001 |
-1.8% |
0-000 |
| Volume |
3,586 |
1,429 |
-2,157 |
-60.2% |
9,113 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-007 |
115-303 |
115-236 |
|
| R3 |
115-297 |
115-273 |
115-228 |
|
| R2 |
115-267 |
115-267 |
115-226 |
|
| R1 |
115-243 |
115-243 |
115-223 |
115-240 |
| PP |
115-237 |
115-237 |
115-237 |
115-235 |
| S1 |
115-213 |
115-213 |
115-217 |
115-210 |
| S2 |
115-207 |
115-207 |
115-214 |
|
| S3 |
115-177 |
115-183 |
115-212 |
|
| S4 |
115-147 |
115-153 |
115-204 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
117-260 |
116-108 |
|
| R3 |
117-070 |
116-310 |
116-034 |
|
| R2 |
116-120 |
116-120 |
116-010 |
|
| R1 |
116-040 |
116-040 |
115-305 |
116-080 |
| PP |
115-170 |
115-170 |
115-170 |
115-190 |
| S1 |
115-090 |
115-090 |
115-255 |
115-130 |
| S2 |
114-220 |
114-220 |
115-230 |
|
| S3 |
113-270 |
114-140 |
115-206 |
|
| S4 |
113-000 |
113-190 |
115-132 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-068 |
|
2.618 |
116-019 |
|
1.618 |
115-309 |
|
1.000 |
115-290 |
|
0.618 |
115-279 |
|
HIGH |
115-260 |
|
0.618 |
115-249 |
|
0.500 |
115-245 |
|
0.382 |
115-241 |
|
LOW |
115-230 |
|
0.618 |
115-211 |
|
1.000 |
115-200 |
|
1.618 |
115-181 |
|
2.618 |
115-151 |
|
4.250 |
115-102 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-245 |
115-215 |
| PP |
115-237 |
115-210 |
| S1 |
115-228 |
115-205 |
|