ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-055 |
117-295 |
-0-080 |
-0.2% |
118-090 |
| High |
118-145 |
118-015 |
-0-130 |
-0.3% |
118-305 |
| Low |
117-245 |
117-160 |
-0-085 |
-0.2% |
117-160 |
| Close |
117-290 |
117-245 |
-0-045 |
-0.1% |
118-275 |
| Range |
0-220 |
0-175 |
-0-045 |
-20.5% |
1-145 |
| ATR |
0-207 |
0-205 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,183,893 |
1,100,423 |
-83,470 |
-7.1% |
4,732,349 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-132 |
119-043 |
118-021 |
|
| R3 |
118-277 |
118-188 |
117-293 |
|
| R2 |
118-102 |
118-102 |
117-277 |
|
| R1 |
118-013 |
118-013 |
117-261 |
117-290 |
| PP |
117-247 |
117-247 |
117-247 |
117-225 |
| S1 |
117-158 |
117-158 |
117-229 |
117-115 |
| S2 |
117-072 |
117-072 |
117-213 |
|
| S3 |
116-217 |
116-303 |
117-197 |
|
| S4 |
116-042 |
116-128 |
117-149 |
|
|
| 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% |
0-196 |
0.5% |
18% |
False |
True |
1,169,350 |
| 10 |
118-305 |
117-110 |
1-195 |
1.4% |
0-208 |
0.6% |
26% |
False |
False |
1,054,314 |
| 20 |
118-305 |
116-085 |
2-220 |
2.3% |
0-198 |
0.5% |
56% |
False |
False |
977,299 |
| 40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-199 |
0.5% |
71% |
False |
False |
803,665 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
52% |
False |
False |
690,793 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
52% |
False |
False |
518,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-119 |
|
2.618 |
119-153 |
|
1.618 |
118-298 |
|
1.000 |
118-190 |
|
0.618 |
118-123 |
|
HIGH |
118-015 |
|
0.618 |
117-268 |
|
0.500 |
117-248 |
|
0.382 |
117-227 |
|
LOW |
117-160 |
|
0.618 |
117-052 |
|
1.000 |
116-305 |
|
1.618 |
116-197 |
|
2.618 |
116-022 |
|
4.250 |
115-056 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-248 |
118-038 |
| PP |
117-247 |
118-000 |
| S1 |
117-246 |
117-282 |
|