ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-080 |
-0-010 |
0.0% |
116-060 |
| High |
116-180 |
116-090 |
-0-090 |
-0.2% |
116-280 |
| Low |
116-050 |
116-020 |
-0-030 |
-0.1% |
115-260 |
| Close |
116-170 |
116-030 |
-0-140 |
-0.4% |
116-210 |
| Range |
0-130 |
0-070 |
-0-060 |
-46.2% |
1-020 |
| ATR |
0-175 |
0-174 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,261 |
2,128 |
867 |
68.8% |
13,093 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-257 |
116-213 |
116-068 |
|
| R3 |
116-187 |
116-143 |
116-049 |
|
| R2 |
116-117 |
116-117 |
116-043 |
|
| R1 |
116-073 |
116-073 |
116-036 |
116-060 |
| PP |
116-047 |
116-047 |
116-047 |
116-040 |
| S1 |
116-003 |
116-003 |
116-024 |
115-310 |
| S2 |
115-297 |
115-297 |
116-017 |
|
| S3 |
115-227 |
115-253 |
116-011 |
|
| S4 |
115-157 |
115-183 |
115-312 |
|
|
| 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 |
117-068 |
|
2.618 |
116-273 |
|
1.618 |
116-203 |
|
1.000 |
116-160 |
|
0.618 |
116-133 |
|
HIGH |
116-090 |
|
0.618 |
116-063 |
|
0.500 |
116-055 |
|
0.382 |
116-047 |
|
LOW |
116-020 |
|
0.618 |
115-297 |
|
1.000 |
115-270 |
|
1.618 |
115-227 |
|
2.618 |
115-157 |
|
4.250 |
115-042 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-055 |
116-135 |
| PP |
116-047 |
116-100 |
| S1 |
116-038 |
116-065 |
|