ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
117-180 |
-0-140 |
-0.4% |
117-245 |
| High |
118-000 |
118-130 |
0-130 |
0.3% |
118-140 |
| Low |
117-160 |
117-165 |
0-005 |
0.0% |
117-080 |
| Close |
117-185 |
118-080 |
0-215 |
0.6% |
118-050 |
| Range |
0-160 |
0-285 |
0-125 |
78.1% |
1-060 |
| ATR |
0-201 |
0-207 |
0-006 |
3.0% |
0-000 |
| Volume |
611,935 |
935,940 |
324,005 |
52.9% |
4,562,043 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-233 |
120-122 |
118-237 |
|
| R3 |
119-268 |
119-157 |
118-158 |
|
| R2 |
118-303 |
118-303 |
118-132 |
|
| R1 |
118-192 |
118-192 |
118-106 |
118-248 |
| PP |
118-018 |
118-018 |
118-018 |
118-046 |
| S1 |
117-227 |
117-227 |
118-054 |
117-282 |
| S2 |
117-053 |
117-053 |
118-028 |
|
| S3 |
116-088 |
116-262 |
118-002 |
|
| S4 |
115-123 |
115-297 |
117-243 |
|
|
| 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 |
117-110 |
1-030 |
0.9% |
0-221 |
0.6% |
83% |
False |
False |
939,278 |
| 10 |
118-140 |
117-080 |
1-060 |
1.0% |
0-192 |
0.5% |
84% |
False |
False |
926,512 |
| 20 |
118-140 |
115-180 |
2-280 |
2.4% |
0-198 |
0.5% |
93% |
False |
False |
888,742 |
| 40 |
119-000 |
114-285 |
4-035 |
3.5% |
0-209 |
0.6% |
82% |
False |
False |
766,783 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
60% |
False |
False |
593,920 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-208 |
0.5% |
60% |
False |
False |
445,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-061 |
|
2.618 |
120-236 |
|
1.618 |
119-271 |
|
1.000 |
119-095 |
|
0.618 |
118-306 |
|
HIGH |
118-130 |
|
0.618 |
118-021 |
|
0.500 |
117-308 |
|
0.382 |
117-274 |
|
LOW |
117-165 |
|
0.618 |
116-309 |
|
1.000 |
116-200 |
|
1.618 |
116-024 |
|
2.618 |
115-059 |
|
4.250 |
113-234 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-049 |
118-048 |
| PP |
118-018 |
118-017 |
| S1 |
117-308 |
117-305 |
|