ECBOT 5 Year T-Note Future March 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 |
116-212 |
116-137 |
-0-075 |
-0.2% |
116-167 |
| High |
116-270 |
116-167 |
-0-103 |
-0.3% |
117-057 |
| Low |
116-105 |
116-065 |
-0-040 |
-0.1% |
116-045 |
| Close |
116-135 |
116-130 |
-0-005 |
0.0% |
117-025 |
| Range |
0-165 |
0-102 |
-0-063 |
-38.2% |
1-012 |
| ATR |
0-140 |
0-137 |
-0-003 |
-1.9% |
0-000 |
| Volume |
519,487 |
526,187 |
6,700 |
1.3% |
2,141,611 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-107 |
117-060 |
116-186 |
|
| R3 |
117-005 |
116-278 |
116-158 |
|
| R2 |
116-223 |
116-223 |
116-149 |
|
| R1 |
116-176 |
116-176 |
116-139 |
116-148 |
| PP |
116-121 |
116-121 |
116-121 |
116-107 |
| S1 |
116-074 |
116-074 |
116-121 |
116-046 |
| S2 |
116-019 |
116-019 |
116-111 |
|
| S3 |
115-237 |
115-292 |
116-102 |
|
| S4 |
115-135 |
115-190 |
116-074 |
|
|
| 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 |
116-065 |
0-312 |
0.8% |
0-138 |
0.4% |
21% |
False |
True |
553,300 |
| 10 |
117-057 |
115-287 |
1-090 |
1.1% |
0-137 |
0.4% |
40% |
False |
False |
483,452 |
| 20 |
117-057 |
115-030 |
2-027 |
1.8% |
0-131 |
0.4% |
63% |
False |
False |
432,239 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-136 |
0.4% |
76% |
False |
False |
384,595 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-134 |
0.4% |
68% |
False |
False |
323,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-280 |
|
2.618 |
117-114 |
|
1.618 |
117-012 |
|
1.000 |
116-269 |
|
0.618 |
116-230 |
|
HIGH |
116-167 |
|
0.618 |
116-128 |
|
0.500 |
116-116 |
|
0.382 |
116-104 |
|
LOW |
116-065 |
|
0.618 |
116-002 |
|
1.000 |
115-283 |
|
1.618 |
115-220 |
|
2.618 |
115-118 |
|
4.250 |
114-272 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-125 |
116-200 |
| PP |
116-121 |
116-177 |
| S1 |
116-116 |
116-153 |
|