ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-065 |
115-295 |
-0-090 |
-0.2% |
115-237 |
| High |
116-150 |
116-100 |
-0-050 |
-0.1% |
116-077 |
| Low |
115-307 |
115-242 |
-0-065 |
-0.2% |
115-170 |
| Close |
116-012 |
116-055 |
0-043 |
0.1% |
116-060 |
| Range |
0-163 |
0-178 |
0-015 |
9.2% |
0-227 |
| ATR |
0-134 |
0-138 |
0-003 |
2.3% |
0-000 |
| Volume |
332,500 |
503,777 |
171,277 |
51.5% |
1,490,539 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-240 |
117-165 |
116-153 |
|
| R3 |
117-062 |
116-307 |
116-104 |
|
| R2 |
116-204 |
116-204 |
116-088 |
|
| R1 |
116-129 |
116-129 |
116-071 |
116-166 |
| PP |
116-026 |
116-026 |
116-026 |
116-044 |
| S1 |
115-271 |
115-271 |
116-039 |
115-308 |
| S2 |
115-168 |
115-168 |
116-022 |
|
| S3 |
114-310 |
115-093 |
116-006 |
|
| S4 |
114-132 |
114-235 |
115-277 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-037 |
117-275 |
116-185 |
|
| R3 |
117-130 |
117-048 |
116-122 |
|
| R2 |
116-223 |
116-223 |
116-102 |
|
| R1 |
116-141 |
116-141 |
116-081 |
116-182 |
| PP |
115-316 |
115-316 |
115-316 |
116-016 |
| S1 |
115-234 |
115-234 |
116-039 |
115-275 |
| S2 |
115-089 |
115-089 |
116-018 |
|
| S3 |
114-182 |
115-007 |
115-318 |
|
| S4 |
113-275 |
114-100 |
115-255 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-216 |
|
2.618 |
117-246 |
|
1.618 |
117-068 |
|
1.000 |
116-278 |
|
0.618 |
116-210 |
|
HIGH |
116-100 |
|
0.618 |
116-032 |
|
0.500 |
116-011 |
|
0.382 |
115-310 |
|
LOW |
115-242 |
|
0.618 |
115-132 |
|
1.000 |
115-064 |
|
1.618 |
114-274 |
|
2.618 |
114-096 |
|
4.250 |
113-126 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-040 |
116-049 |
| PP |
116-026 |
116-042 |
| S1 |
116-011 |
116-036 |
|