ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
116-215 |
0-155 |
0.4% |
116-167 |
| High |
116-247 |
117-057 |
0-130 |
0.3% |
117-057 |
| Low |
116-055 |
116-180 |
0-125 |
0.3% |
116-045 |
| Close |
116-212 |
117-025 |
0-133 |
0.4% |
117-025 |
| Range |
0-192 |
0-197 |
0-005 |
2.6% |
1-012 |
| ATR |
0-137 |
0-141 |
0-004 |
3.2% |
0-000 |
| Volume |
415,871 |
615,278 |
199,407 |
47.9% |
2,141,611 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-252 |
118-175 |
117-133 |
|
| R3 |
118-055 |
117-298 |
117-079 |
|
| R2 |
117-178 |
117-178 |
117-061 |
|
| R1 |
117-101 |
117-101 |
117-043 |
117-140 |
| PP |
116-301 |
116-301 |
116-301 |
117-000 |
| S1 |
116-224 |
116-224 |
117-007 |
116-262 |
| S2 |
116-104 |
116-104 |
116-309 |
|
| S3 |
115-227 |
116-027 |
116-291 |
|
| S4 |
115-030 |
115-150 |
116-237 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-292 |
119-170 |
117-208 |
|
| R3 |
118-280 |
118-158 |
117-116 |
|
| R2 |
117-268 |
117-268 |
117-086 |
|
| R1 |
117-146 |
117-146 |
117-055 |
117-207 |
| PP |
116-256 |
116-256 |
116-256 |
116-286 |
| S1 |
116-134 |
116-134 |
116-315 |
116-195 |
| S2 |
115-244 |
115-244 |
116-284 |
|
| S3 |
114-232 |
115-122 |
116-254 |
|
| S4 |
113-220 |
114-110 |
116-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-057 |
116-045 |
1-012 |
0.9% |
0-130 |
0.3% |
90% |
True |
False |
428,322 |
| 10 |
117-057 |
115-242 |
1-135 |
1.2% |
0-139 |
0.4% |
93% |
True |
False |
424,926 |
| 20 |
117-057 |
114-177 |
2-200 |
2.2% |
0-134 |
0.4% |
96% |
True |
False |
395,517 |
| 40 |
117-067 |
113-317 |
3-070 |
2.7% |
0-143 |
0.4% |
96% |
False |
False |
378,319 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-131 |
0.4% |
87% |
False |
False |
287,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-254 |
|
2.618 |
118-253 |
|
1.618 |
118-056 |
|
1.000 |
117-254 |
|
0.618 |
117-179 |
|
HIGH |
117-057 |
|
0.618 |
116-302 |
|
0.500 |
116-278 |
|
0.382 |
116-255 |
|
LOW |
116-180 |
|
0.618 |
116-058 |
|
1.000 |
115-303 |
|
1.618 |
115-181 |
|
2.618 |
114-304 |
|
4.250 |
113-303 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-003 |
116-300 |
| PP |
116-301 |
116-256 |
| S1 |
116-278 |
116-211 |
|