ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-230 |
115-170 |
-0-060 |
-0.2% |
115-100 |
| High |
115-230 |
115-170 |
-0-060 |
-0.2% |
115-250 |
| Low |
115-160 |
115-060 |
-0-100 |
-0.3% |
114-300 |
| Close |
115-160 |
115-070 |
-0-090 |
-0.2% |
115-280 |
| Range |
0-070 |
0-110 |
0-040 |
57.1% |
0-270 |
| ATR |
0-066 |
0-069 |
0-003 |
4.7% |
0-000 |
| Volume |
252 |
1,025 |
773 |
306.7% |
9,113 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-110 |
116-040 |
115-130 |
|
| R3 |
116-000 |
115-250 |
115-100 |
|
| R2 |
115-210 |
115-210 |
115-090 |
|
| R1 |
115-140 |
115-140 |
115-080 |
115-120 |
| PP |
115-100 |
115-100 |
115-100 |
115-090 |
| S1 |
115-030 |
115-030 |
115-060 |
115-010 |
| S2 |
114-310 |
114-310 |
115-050 |
|
| S3 |
114-200 |
114-240 |
115-040 |
|
| S4 |
114-090 |
114-130 |
115-010 |
|
|
| 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 |
116-318 |
|
2.618 |
116-138 |
|
1.618 |
116-028 |
|
1.000 |
115-280 |
|
0.618 |
115-238 |
|
HIGH |
115-170 |
|
0.618 |
115-128 |
|
0.500 |
115-115 |
|
0.382 |
115-102 |
|
LOW |
115-060 |
|
0.618 |
114-312 |
|
1.000 |
114-270 |
|
1.618 |
114-202 |
|
2.618 |
114-092 |
|
4.250 |
113-232 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-115 |
115-160 |
| PP |
115-100 |
115-130 |
| S1 |
115-085 |
115-100 |
|