ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-260 |
115-230 |
-0-030 |
-0.1% |
115-100 |
| High |
115-260 |
115-230 |
-0-030 |
-0.1% |
115-250 |
| Low |
115-230 |
115-160 |
-0-070 |
-0.2% |
114-300 |
| Close |
115-220 |
115-160 |
-0-060 |
-0.2% |
115-280 |
| Range |
0-030 |
0-070 |
0-040 |
133.3% |
0-270 |
| ATR |
0-066 |
0-066 |
0-000 |
0.4% |
0-000 |
| Volume |
1,429 |
252 |
-1,177 |
-82.4% |
9,113 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-073 |
116-027 |
115-198 |
|
| R3 |
116-003 |
115-277 |
115-179 |
|
| R2 |
115-253 |
115-253 |
115-173 |
|
| R1 |
115-207 |
115-207 |
115-166 |
115-195 |
| PP |
115-183 |
115-183 |
115-183 |
115-178 |
| S1 |
115-137 |
115-137 |
115-154 |
115-125 |
| S2 |
115-113 |
115-113 |
115-147 |
|
| S3 |
115-043 |
115-067 |
115-141 |
|
| S4 |
114-293 |
114-317 |
115-122 |
|
|
| 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 |
116-208 |
|
2.618 |
116-093 |
|
1.618 |
116-023 |
|
1.000 |
115-300 |
|
0.618 |
115-273 |
|
HIGH |
115-230 |
|
0.618 |
115-203 |
|
0.500 |
115-195 |
|
0.382 |
115-187 |
|
LOW |
115-160 |
|
0.618 |
115-117 |
|
1.000 |
115-090 |
|
1.618 |
115-047 |
|
2.618 |
114-297 |
|
4.250 |
114-182 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-195 |
115-205 |
| PP |
115-183 |
115-190 |
| S1 |
115-172 |
115-175 |
|