ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-235 |
0-155 |
0.4% |
118-090 |
| High |
118-305 |
118-245 |
-0-060 |
-0.2% |
118-305 |
| Low |
118-020 |
118-140 |
0-120 |
0.3% |
117-160 |
| Close |
118-275 |
118-155 |
-0-120 |
-0.3% |
118-275 |
| Range |
0-285 |
0-105 |
-0-180 |
-63.2% |
1-145 |
| ATR |
0-212 |
0-207 |
-0-006 |
-2.6% |
0-000 |
| Volume |
1,220,163 |
1,664,425 |
444,262 |
36.4% |
4,732,349 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-175 |
119-110 |
118-213 |
|
| R3 |
119-070 |
119-005 |
118-184 |
|
| R2 |
118-285 |
118-285 |
118-174 |
|
| R1 |
118-220 |
118-220 |
118-165 |
118-200 |
| PP |
118-180 |
118-180 |
118-180 |
118-170 |
| S1 |
118-115 |
118-115 |
118-145 |
118-095 |
| S2 |
118-075 |
118-075 |
118-136 |
|
| S3 |
117-290 |
118-010 |
118-126 |
|
| S4 |
117-185 |
117-225 |
118-097 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-255 |
122-090 |
119-211 |
|
| R3 |
121-110 |
120-265 |
119-083 |
|
| R2 |
119-285 |
119-285 |
119-040 |
|
| R1 |
119-120 |
119-120 |
118-318 |
119-202 |
| PP |
118-140 |
118-140 |
118-140 |
118-181 |
| S1 |
117-295 |
117-295 |
118-232 |
118-058 |
| S2 |
116-315 |
116-315 |
118-190 |
|
| S3 |
115-170 |
116-150 |
118-147 |
|
| S4 |
114-025 |
115-005 |
118-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-305 |
117-160 |
1-145 |
1.2% |
0-192 |
0.5% |
68% |
False |
False |
1,037,007 |
| 10 |
118-305 |
117-080 |
1-225 |
1.4% |
0-210 |
0.6% |
72% |
False |
False |
999,857 |
| 20 |
118-305 |
115-240 |
3-065 |
2.7% |
0-198 |
0.5% |
85% |
False |
False |
955,730 |
| 40 |
119-000 |
114-285 |
4-035 |
3.5% |
0-202 |
0.5% |
87% |
False |
False |
786,920 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
64% |
False |
False |
641,876 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
64% |
False |
False |
481,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-051 |
|
2.618 |
119-200 |
|
1.618 |
119-095 |
|
1.000 |
119-030 |
|
0.618 |
118-310 |
|
HIGH |
118-245 |
|
0.618 |
118-205 |
|
0.500 |
118-192 |
|
0.382 |
118-180 |
|
LOW |
118-140 |
|
0.618 |
118-075 |
|
1.000 |
118-035 |
|
1.618 |
117-290 |
|
2.618 |
117-185 |
|
4.250 |
117-014 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-192 |
118-128 |
| PP |
118-180 |
118-102 |
| S1 |
118-168 |
118-075 |
|