ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
117-275 |
-0-135 |
-0.4% |
117-245 |
| High |
118-095 |
118-015 |
-0-080 |
-0.2% |
118-140 |
| Low |
117-230 |
117-210 |
-0-020 |
-0.1% |
117-080 |
| Close |
117-275 |
118-005 |
0-050 |
0.1% |
118-050 |
| Range |
0-185 |
0-125 |
-0-060 |
-32.4% |
1-060 |
| ATR |
0-210 |
0-204 |
-0-006 |
-2.9% |
0-000 |
| Volume |
1,211,739 |
752,572 |
-459,167 |
-37.9% |
4,562,043 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-025 |
118-300 |
118-074 |
|
| R3 |
118-220 |
118-175 |
118-039 |
|
| R2 |
118-095 |
118-095 |
118-028 |
|
| R1 |
118-050 |
118-050 |
118-016 |
118-072 |
| PP |
117-290 |
117-290 |
117-290 |
117-301 |
| S1 |
117-245 |
117-245 |
117-314 |
117-268 |
| S2 |
117-165 |
117-165 |
117-302 |
|
| S3 |
117-040 |
117-120 |
117-291 |
|
| S4 |
116-235 |
116-315 |
117-256 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-163 |
121-007 |
118-259 |
|
| R3 |
120-103 |
119-267 |
118-154 |
|
| R2 |
119-043 |
119-043 |
118-120 |
|
| R1 |
118-207 |
118-207 |
118-085 |
118-285 |
| PP |
117-303 |
117-303 |
117-303 |
118-022 |
| S1 |
117-147 |
117-147 |
118-015 |
117-225 |
| S2 |
116-243 |
116-243 |
117-300 |
|
| S3 |
115-183 |
116-087 |
117-266 |
|
| S4 |
114-123 |
115-027 |
117-161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-140 |
117-080 |
1-060 |
1.0% |
0-218 |
0.6% |
64% |
False |
False |
996,545 |
| 10 |
118-140 |
117-035 |
1-105 |
1.1% |
0-188 |
0.5% |
68% |
False |
False |
938,760 |
| 20 |
118-140 |
115-180 |
2-280 |
2.4% |
0-195 |
0.5% |
85% |
False |
False |
879,469 |
| 40 |
119-200 |
114-285 |
4-235 |
4.0% |
0-208 |
0.6% |
66% |
False |
False |
766,052 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-202 |
0.5% |
56% |
False |
False |
568,162 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-207 |
0.5% |
56% |
False |
False |
426,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-226 |
|
2.618 |
119-022 |
|
1.618 |
118-217 |
|
1.000 |
118-140 |
|
0.618 |
118-092 |
|
HIGH |
118-015 |
|
0.618 |
117-287 |
|
0.500 |
117-272 |
|
0.382 |
117-258 |
|
LOW |
117-210 |
|
0.618 |
117-133 |
|
1.000 |
117-085 |
|
1.618 |
117-008 |
|
2.618 |
116-203 |
|
4.250 |
115-319 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-308 |
117-312 |
| PP |
117-290 |
117-298 |
| S1 |
117-272 |
117-285 |
|