ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-055 |
-0-175 |
-0.5% |
118-090 |
| High |
118-235 |
118-145 |
-0-090 |
-0.2% |
118-305 |
| Low |
118-040 |
117-245 |
-0-115 |
-0.3% |
117-160 |
| Close |
118-075 |
117-290 |
-0-105 |
-0.3% |
118-275 |
| Range |
0-195 |
0-220 |
0-025 |
12.8% |
1-145 |
| ATR |
0-206 |
0-207 |
0-001 |
0.5% |
0-000 |
| Volume |
677,849 |
1,183,893 |
506,044 |
74.7% |
4,732,349 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-033 |
119-222 |
118-091 |
|
| R3 |
119-133 |
119-002 |
118-030 |
|
| R2 |
118-233 |
118-233 |
118-010 |
|
| R1 |
118-102 |
118-102 |
117-310 |
118-058 |
| PP |
118-013 |
118-013 |
118-013 |
117-311 |
| S1 |
117-202 |
117-202 |
117-270 |
117-158 |
| S2 |
117-113 |
117-113 |
117-250 |
|
| S3 |
116-213 |
116-302 |
117-230 |
|
| S4 |
115-313 |
116-082 |
117-169 |
|
|
| 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 |
117-165 |
1-140 |
1.2% |
0-218 |
0.6% |
27% |
False |
False |
1,136,454 |
| 10 |
118-305 |
117-080 |
1-225 |
1.4% |
0-211 |
0.6% |
39% |
False |
False |
1,051,126 |
| 20 |
118-305 |
116-080 |
2-225 |
2.3% |
0-199 |
0.5% |
61% |
False |
False |
970,171 |
| 40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-202 |
0.5% |
74% |
False |
False |
795,983 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
54% |
False |
False |
672,470 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
54% |
False |
False |
505,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-120 |
|
2.618 |
120-081 |
|
1.618 |
119-181 |
|
1.000 |
119-045 |
|
0.618 |
118-281 |
|
HIGH |
118-145 |
|
0.618 |
118-061 |
|
0.500 |
118-035 |
|
0.382 |
118-009 |
|
LOW |
117-245 |
|
0.618 |
117-109 |
|
1.000 |
117-025 |
|
1.618 |
116-209 |
|
2.618 |
115-309 |
|
4.250 |
114-270 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-035 |
118-085 |
| PP |
118-013 |
118-047 |
| S1 |
117-312 |
118-008 |
|