ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-130 |
116-250 |
0-120 |
0.3% |
116-060 |
| High |
116-280 |
116-250 |
-0-030 |
-0.1% |
116-280 |
| Low |
115-270 |
116-090 |
0-140 |
0.4% |
115-260 |
| Close |
116-210 |
116-110 |
-0-100 |
-0.3% |
116-210 |
| Range |
1-010 |
0-160 |
-0-170 |
-51.5% |
1-020 |
| ATR |
0-180 |
0-179 |
-0-001 |
-0.8% |
0-000 |
| Volume |
4,673 |
5,611 |
938 |
20.1% |
13,093 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-310 |
117-210 |
116-198 |
|
| R3 |
117-150 |
117-050 |
116-154 |
|
| R2 |
116-310 |
116-310 |
116-139 |
|
| R1 |
116-210 |
116-210 |
116-125 |
116-180 |
| PP |
116-150 |
116-150 |
116-150 |
116-135 |
| S1 |
116-050 |
116-050 |
116-095 |
116-020 |
| S2 |
115-310 |
115-310 |
116-081 |
|
| S3 |
115-150 |
115-210 |
116-066 |
|
| S4 |
114-310 |
115-050 |
116-022 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-067 |
117-077 |
|
| R3 |
118-183 |
118-047 |
116-304 |
|
| R2 |
117-163 |
117-163 |
116-272 |
|
| R1 |
117-027 |
117-027 |
116-241 |
117-095 |
| PP |
116-143 |
116-143 |
116-143 |
116-178 |
| S1 |
116-007 |
116-007 |
116-179 |
116-075 |
| S2 |
115-123 |
115-123 |
116-148 |
|
| S3 |
114-103 |
114-307 |
116-116 |
|
| S4 |
113-083 |
113-287 |
116-023 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-290 |
|
2.618 |
118-029 |
|
1.618 |
117-189 |
|
1.000 |
117-090 |
|
0.618 |
117-029 |
|
HIGH |
116-250 |
|
0.618 |
116-189 |
|
0.500 |
116-170 |
|
0.382 |
116-151 |
|
LOW |
116-090 |
|
0.618 |
115-311 |
|
1.000 |
115-250 |
|
1.618 |
115-151 |
|
2.618 |
114-311 |
|
4.250 |
114-050 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-170 |
116-110 |
| PP |
116-150 |
116-110 |
| S1 |
116-130 |
116-110 |
|