ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-040 |
117-010 |
-0-030 |
-0.1% |
119-300 |
| High |
117-060 |
117-060 |
0-000 |
0.0% |
120-020 |
| Low |
116-240 |
116-080 |
-0-160 |
-0.4% |
117-000 |
| Close |
117-030 |
116-120 |
-0-230 |
-0.6% |
117-030 |
| Range |
0-140 |
0-300 |
0-160 |
114.3% |
3-020 |
| ATR |
0-230 |
0-235 |
0-005 |
2.2% |
0-000 |
| Volume |
12,064 |
6,454 |
-5,610 |
-46.5% |
22,818 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-133 |
118-267 |
116-285 |
|
| R3 |
118-153 |
117-287 |
116-202 |
|
| R2 |
117-173 |
117-173 |
116-175 |
|
| R1 |
116-307 |
116-307 |
116-148 |
116-250 |
| PP |
116-193 |
116-193 |
116-193 |
116-165 |
| S1 |
116-007 |
116-007 |
116-092 |
115-270 |
| S2 |
115-213 |
115-213 |
116-065 |
|
| S3 |
114-233 |
115-027 |
116-038 |
|
| S4 |
113-253 |
114-047 |
115-275 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-077 |
125-073 |
118-249 |
|
| R3 |
124-057 |
122-053 |
117-300 |
|
| R2 |
121-037 |
121-037 |
117-210 |
|
| R1 |
119-033 |
119-033 |
117-120 |
118-185 |
| PP |
118-017 |
118-017 |
118-017 |
117-252 |
| S1 |
116-013 |
116-013 |
116-260 |
115-165 |
| S2 |
114-317 |
114-317 |
116-170 |
|
| S3 |
111-297 |
112-313 |
116-080 |
|
| S4 |
108-277 |
109-293 |
115-131 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-055 |
|
2.618 |
119-205 |
|
1.618 |
118-225 |
|
1.000 |
118-040 |
|
0.618 |
117-245 |
|
HIGH |
117-060 |
|
0.618 |
116-265 |
|
0.500 |
116-230 |
|
0.382 |
116-195 |
|
LOW |
116-080 |
|
0.618 |
115-215 |
|
1.000 |
115-100 |
|
1.618 |
114-235 |
|
2.618 |
113-255 |
|
4.250 |
112-085 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-230 |
117-090 |
| PP |
116-193 |
116-313 |
| S1 |
116-157 |
116-217 |
|