ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-137 |
116-140 |
0-003 |
0.0% |
117-000 |
| High |
116-167 |
116-227 |
0-060 |
0.2% |
117-017 |
| Low |
116-065 |
116-132 |
0-067 |
0.2% |
116-065 |
| Close |
116-130 |
116-195 |
0-065 |
0.2% |
116-195 |
| Range |
0-102 |
0-095 |
-0-007 |
-6.9% |
0-272 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.1% |
0-000 |
| Volume |
526,187 |
458,914 |
-67,273 |
-12.8% |
2,610,137 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-150 |
117-107 |
116-247 |
|
| R3 |
117-055 |
117-012 |
116-221 |
|
| R2 |
116-280 |
116-280 |
116-212 |
|
| R1 |
116-237 |
116-237 |
116-204 |
116-258 |
| PP |
116-185 |
116-185 |
116-185 |
116-195 |
| S1 |
116-142 |
116-142 |
116-186 |
116-164 |
| S2 |
116-090 |
116-090 |
116-178 |
|
| S3 |
115-315 |
116-047 |
116-169 |
|
| S4 |
115-220 |
115-272 |
116-143 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-055 |
118-237 |
117-025 |
|
| R3 |
118-103 |
117-285 |
116-270 |
|
| R2 |
117-151 |
117-151 |
116-245 |
|
| R1 |
117-013 |
117-013 |
116-220 |
116-266 |
| PP |
116-199 |
116-199 |
116-199 |
116-166 |
| S1 |
116-061 |
116-061 |
116-170 |
115-314 |
| S2 |
115-247 |
115-247 |
116-145 |
|
| S3 |
114-295 |
115-109 |
116-120 |
|
| S4 |
114-023 |
114-157 |
116-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-017 |
116-065 |
0-272 |
0.7% |
0-118 |
0.3% |
48% |
False |
False |
522,027 |
| 10 |
117-057 |
116-045 |
1-012 |
0.9% |
0-124 |
0.3% |
45% |
False |
False |
475,174 |
| 20 |
117-057 |
115-125 |
1-252 |
1.5% |
0-129 |
0.3% |
68% |
False |
False |
436,888 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-134 |
0.4% |
82% |
False |
False |
386,867 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-134 |
0.4% |
74% |
False |
False |
330,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-311 |
|
2.618 |
117-156 |
|
1.618 |
117-061 |
|
1.000 |
117-002 |
|
0.618 |
116-286 |
|
HIGH |
116-227 |
|
0.618 |
116-191 |
|
0.500 |
116-180 |
|
0.382 |
116-168 |
|
LOW |
116-132 |
|
0.618 |
116-073 |
|
1.000 |
116-037 |
|
1.618 |
115-298 |
|
2.618 |
115-203 |
|
4.250 |
115-048 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-190 |
116-186 |
| PP |
116-185 |
116-177 |
| S1 |
116-180 |
116-168 |
|