ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-275 |
118-000 |
0-045 |
0.1% |
117-245 |
| High |
118-015 |
118-000 |
-0-015 |
0.0% |
118-140 |
| Low |
117-210 |
117-160 |
-0-050 |
-0.1% |
117-080 |
| Close |
118-005 |
117-185 |
-0-140 |
-0.4% |
118-050 |
| Range |
0-125 |
0-160 |
0-035 |
28.0% |
1-060 |
| ATR |
0-204 |
0-201 |
-0-003 |
-1.4% |
0-000 |
| Volume |
752,572 |
611,935 |
-140,637 |
-18.7% |
4,562,043 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-062 |
118-283 |
117-273 |
|
| R3 |
118-222 |
118-123 |
117-229 |
|
| R2 |
118-062 |
118-062 |
117-214 |
|
| R1 |
117-283 |
117-283 |
117-200 |
117-252 |
| PP |
117-222 |
117-222 |
117-222 |
117-206 |
| S1 |
117-123 |
117-123 |
117-170 |
117-092 |
| S2 |
117-062 |
117-062 |
117-156 |
|
| S3 |
116-222 |
116-283 |
117-141 |
|
| S4 |
116-062 |
116-123 |
117-097 |
|
|
| 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% |
0-204 |
0.5% |
28% |
False |
False |
965,798 |
| 10 |
118-140 |
117-055 |
1-085 |
1.1% |
0-188 |
0.5% |
32% |
False |
False |
915,094 |
| 20 |
118-140 |
115-180 |
2-280 |
2.4% |
0-192 |
0.5% |
70% |
False |
False |
879,482 |
| 40 |
119-060 |
114-285 |
4-095 |
3.7% |
0-208 |
0.6% |
63% |
False |
False |
763,086 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-201 |
0.5% |
48% |
False |
False |
578,345 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
48% |
False |
False |
434,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-040 |
|
2.618 |
119-099 |
|
1.618 |
118-259 |
|
1.000 |
118-160 |
|
0.618 |
118-099 |
|
HIGH |
118-000 |
|
0.618 |
117-259 |
|
0.500 |
117-240 |
|
0.382 |
117-221 |
|
LOW |
117-160 |
|
0.618 |
117-061 |
|
1.000 |
117-000 |
|
1.618 |
116-221 |
|
2.618 |
116-061 |
|
4.250 |
115-120 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-240 |
117-288 |
| PP |
117-222 |
117-253 |
| S1 |
117-203 |
117-219 |
|