ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-220 |
117-050 |
0-150 |
0.4% |
115-240 |
| High |
117-050 |
117-170 |
0-120 |
0.3% |
117-170 |
| Low |
116-200 |
117-030 |
0-150 |
0.4% |
115-200 |
| Close |
117-050 |
117-160 |
0-110 |
0.3% |
117-160 |
| Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
1-290 |
| ATR |
0-179 |
0-176 |
-0-003 |
-1.6% |
0-000 |
| Volume |
765,544 |
877,243 |
111,699 |
14.6% |
2,469,238 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-220 |
118-170 |
117-237 |
|
| R3 |
118-080 |
118-030 |
117-198 |
|
| R2 |
117-260 |
117-260 |
117-186 |
|
| R1 |
117-210 |
117-210 |
117-173 |
117-235 |
| PP |
117-120 |
117-120 |
117-120 |
117-132 |
| S1 |
117-070 |
117-070 |
117-147 |
117-095 |
| S2 |
116-300 |
116-300 |
117-134 |
|
| S3 |
116-160 |
116-250 |
117-122 |
|
| S4 |
116-020 |
116-110 |
117-083 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-193 |
121-307 |
118-176 |
|
| R3 |
120-223 |
120-017 |
118-008 |
|
| R2 |
118-253 |
118-253 |
117-272 |
|
| R1 |
118-047 |
118-047 |
117-216 |
118-150 |
| PP |
116-283 |
116-283 |
116-283 |
117-015 |
| S1 |
116-077 |
116-077 |
117-104 |
116-180 |
| S2 |
114-313 |
114-313 |
117-048 |
|
| S3 |
113-023 |
114-107 |
116-312 |
|
| S4 |
111-053 |
112-137 |
116-144 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-125 |
|
2.618 |
118-217 |
|
1.618 |
118-077 |
|
1.000 |
117-310 |
|
0.618 |
117-257 |
|
HIGH |
117-170 |
|
0.618 |
117-117 |
|
0.500 |
117-100 |
|
0.382 |
117-083 |
|
LOW |
117-030 |
|
0.618 |
116-263 |
|
1.000 |
116-210 |
|
1.618 |
116-123 |
|
2.618 |
115-303 |
|
4.250 |
115-075 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-140 |
117-107 |
| PP |
117-120 |
117-053 |
| S1 |
117-100 |
117-000 |
|