ECBOT 10 Year T-Note Future June 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 |
116-240 |
116-140 |
-0-100 |
-0.3% |
116-250 |
| High |
116-290 |
116-160 |
-0-130 |
-0.3% |
117-160 |
| Low |
116-110 |
116-040 |
-0-070 |
-0.2% |
116-020 |
| Close |
116-150 |
116-100 |
-0-050 |
-0.1% |
117-140 |
| Range |
0-180 |
0-120 |
-0-060 |
-33.3% |
1-140 |
| ATR |
0-178 |
0-174 |
-0-004 |
-2.3% |
0-000 |
| Volume |
2,619 |
6,009 |
3,390 |
129.4% |
17,067 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-140 |
117-080 |
116-166 |
|
| R3 |
117-020 |
116-280 |
116-133 |
|
| R2 |
116-220 |
116-220 |
116-122 |
|
| R1 |
116-160 |
116-160 |
116-111 |
116-130 |
| PP |
116-100 |
116-100 |
116-100 |
116-085 |
| S1 |
116-040 |
116-040 |
116-089 |
116-010 |
| S2 |
115-300 |
115-300 |
116-078 |
|
| S3 |
115-180 |
115-240 |
116-067 |
|
| S4 |
115-060 |
115-120 |
116-034 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-100 |
120-260 |
118-073 |
|
| R3 |
119-280 |
119-120 |
117-266 |
|
| R2 |
118-140 |
118-140 |
117-224 |
|
| R1 |
117-300 |
117-300 |
117-182 |
118-060 |
| PP |
117-000 |
117-000 |
117-000 |
117-040 |
| S1 |
116-160 |
116-160 |
117-098 |
116-240 |
| S2 |
115-180 |
115-180 |
117-056 |
|
| S3 |
114-040 |
115-020 |
117-014 |
|
| S4 |
112-220 |
113-200 |
116-207 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-030 |
|
2.618 |
117-154 |
|
1.618 |
117-034 |
|
1.000 |
116-280 |
|
0.618 |
116-234 |
|
HIGH |
116-160 |
|
0.618 |
116-114 |
|
0.500 |
116-100 |
|
0.382 |
116-086 |
|
LOW |
116-040 |
|
0.618 |
115-286 |
|
1.000 |
115-240 |
|
1.618 |
115-166 |
|
2.618 |
115-046 |
|
4.250 |
114-170 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-100 |
116-195 |
| PP |
116-100 |
116-163 |
| S1 |
116-100 |
116-132 |
|