ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-010 |
116-050 |
-0-280 |
-0.7% |
119-300 |
| High |
117-060 |
117-050 |
-0-010 |
0.0% |
120-020 |
| Low |
116-080 |
116-040 |
-0-040 |
-0.1% |
117-000 |
| Close |
116-120 |
117-010 |
0-210 |
0.6% |
117-030 |
| Range |
0-300 |
1-010 |
0-030 |
10.0% |
3-020 |
| ATR |
0-235 |
0-242 |
0-007 |
2.9% |
0-000 |
| Volume |
6,454 |
12,686 |
6,232 |
96.6% |
22,818 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-277 |
119-153 |
117-192 |
|
| R3 |
118-267 |
118-143 |
117-101 |
|
| R2 |
117-257 |
117-257 |
117-070 |
|
| R1 |
117-133 |
117-133 |
117-040 |
117-195 |
| PP |
116-247 |
116-247 |
116-247 |
116-278 |
| S1 |
116-123 |
116-123 |
116-300 |
116-185 |
| S2 |
115-237 |
115-237 |
116-270 |
|
| S3 |
114-227 |
115-113 |
116-239 |
|
| S4 |
113-217 |
114-103 |
116-148 |
|
|
| 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 |
121-172 |
|
2.618 |
119-274 |
|
1.618 |
118-264 |
|
1.000 |
118-060 |
|
0.618 |
117-254 |
|
HIGH |
117-050 |
|
0.618 |
116-244 |
|
0.500 |
116-205 |
|
0.382 |
116-166 |
|
LOW |
116-040 |
|
0.618 |
115-156 |
|
1.000 |
115-030 |
|
1.618 |
114-146 |
|
2.618 |
113-136 |
|
4.250 |
111-238 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-288 |
116-290 |
| PP |
116-247 |
116-250 |
| S1 |
116-205 |
116-210 |
|