ECBOT 5 Year T-Note Future March 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 |
116-100 |
116-130 |
0-030 |
0.1% |
116-042 |
| High |
116-140 |
116-130 |
-0-010 |
0.0% |
116-192 |
| Low |
116-065 |
116-045 |
-0-020 |
-0.1% |
115-242 |
| Close |
116-127 |
116-062 |
-0-065 |
-0.2% |
116-147 |
| Range |
0-075 |
0-085 |
0-010 |
13.3% |
0-270 |
| ATR |
0-136 |
0-132 |
-0-004 |
-2.7% |
0-000 |
| Volume |
316,497 |
294,302 |
-22,195 |
-7.0% |
2,107,650 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-014 |
116-283 |
116-109 |
|
| R3 |
116-249 |
116-198 |
116-085 |
|
| R2 |
116-164 |
116-164 |
116-078 |
|
| R1 |
116-113 |
116-113 |
116-070 |
116-096 |
| PP |
116-079 |
116-079 |
116-079 |
116-070 |
| S1 |
116-028 |
116-028 |
116-054 |
116-011 |
| S2 |
115-314 |
115-314 |
116-046 |
|
| S3 |
115-229 |
115-263 |
116-039 |
|
| S4 |
115-144 |
115-178 |
116-015 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-257 |
118-152 |
116-296 |
|
| R3 |
117-307 |
117-202 |
116-221 |
|
| R2 |
117-037 |
117-037 |
116-196 |
|
| R1 |
116-252 |
116-252 |
116-172 |
116-304 |
| PP |
116-087 |
116-087 |
116-087 |
116-113 |
| S1 |
115-302 |
115-302 |
116-122 |
116-034 |
| S2 |
115-137 |
115-137 |
116-098 |
|
| S3 |
114-187 |
115-032 |
116-073 |
|
| S4 |
113-237 |
114-082 |
115-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-192 |
115-242 |
0-270 |
0.7% |
0-133 |
0.4% |
52% |
False |
False |
431,186 |
| 10 |
116-192 |
115-195 |
0-317 |
0.9% |
0-124 |
0.3% |
59% |
False |
False |
405,351 |
| 20 |
116-192 |
114-177 |
2-015 |
1.8% |
0-125 |
0.3% |
80% |
False |
False |
387,298 |
| 40 |
117-110 |
113-317 |
3-113 |
2.9% |
0-138 |
0.4% |
66% |
False |
False |
368,633 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
62% |
False |
False |
270,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-171 |
|
2.618 |
117-033 |
|
1.618 |
116-268 |
|
1.000 |
116-215 |
|
0.618 |
116-183 |
|
HIGH |
116-130 |
|
0.618 |
116-098 |
|
0.500 |
116-088 |
|
0.382 |
116-077 |
|
LOW |
116-045 |
|
0.618 |
115-312 |
|
1.000 |
115-280 |
|
1.618 |
115-227 |
|
2.618 |
115-142 |
|
4.250 |
115-004 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-088 |
116-108 |
| PP |
116-079 |
116-092 |
| S1 |
116-070 |
116-077 |
|