ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-185 |
116-245 |
0-060 |
0.2% |
117-000 |
| High |
116-265 |
116-245 |
-0-020 |
-0.1% |
117-017 |
| Low |
116-145 |
116-082 |
-0-063 |
-0.2% |
116-065 |
| Close |
116-252 |
116-112 |
-0-140 |
-0.4% |
116-195 |
| Range |
0-120 |
0-163 |
0-043 |
35.8% |
0-272 |
| ATR |
0-133 |
0-136 |
0-003 |
2.0% |
0-000 |
| Volume |
421,100 |
322,394 |
-98,706 |
-23.4% |
2,610,137 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-315 |
117-217 |
116-202 |
|
| R3 |
117-152 |
117-054 |
116-157 |
|
| R2 |
116-309 |
116-309 |
116-142 |
|
| R1 |
116-211 |
116-211 |
116-127 |
116-178 |
| PP |
116-146 |
116-146 |
116-146 |
116-130 |
| S1 |
116-048 |
116-048 |
116-097 |
116-016 |
| S2 |
115-303 |
115-303 |
116-082 |
|
| S3 |
115-140 |
115-205 |
116-067 |
|
| S4 |
114-297 |
115-042 |
116-022 |
|
|
| 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 |
116-270 |
116-065 |
0-205 |
0.6% |
0-129 |
0.3% |
23% |
False |
False |
449,616 |
| 10 |
117-057 |
116-045 |
1-012 |
0.9% |
0-135 |
0.4% |
20% |
False |
False |
467,908 |
| 20 |
117-057 |
115-187 |
1-190 |
1.4% |
0-130 |
0.3% |
48% |
False |
False |
437,611 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-134 |
0.4% |
74% |
False |
False |
385,204 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-135 |
0.4% |
67% |
False |
False |
343,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-298 |
|
2.618 |
118-032 |
|
1.618 |
117-189 |
|
1.000 |
117-088 |
|
0.618 |
117-026 |
|
HIGH |
116-245 |
|
0.618 |
116-183 |
|
0.500 |
116-164 |
|
0.382 |
116-144 |
|
LOW |
116-082 |
|
0.618 |
115-301 |
|
1.000 |
115-239 |
|
1.618 |
115-138 |
|
2.618 |
114-295 |
|
4.250 |
114-029 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-164 |
116-174 |
| PP |
116-146 |
116-153 |
| S1 |
116-129 |
116-132 |
|