ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-112 |
115-290 |
-0-142 |
-0.4% |
116-185 |
| High |
116-160 |
116-042 |
-0-118 |
-0.3% |
116-265 |
| Low |
115-287 |
115-252 |
-0-035 |
-0.1% |
115-252 |
| Close |
116-035 |
115-312 |
-0-043 |
-0.1% |
115-312 |
| Range |
0-193 |
0-110 |
-0-083 |
-43.0% |
1-013 |
| ATR |
0-140 |
0-138 |
-0-002 |
-1.5% |
0-000 |
| Volume |
431,571 |
601,111 |
169,540 |
39.3% |
1,776,176 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-319 |
116-265 |
116-052 |
|
| R3 |
116-209 |
116-155 |
116-022 |
|
| R2 |
116-099 |
116-099 |
116-012 |
|
| R1 |
116-045 |
116-045 |
116-002 |
116-072 |
| PP |
115-309 |
115-309 |
115-309 |
116-002 |
| S1 |
115-255 |
115-255 |
115-302 |
115-282 |
| S2 |
115-199 |
115-199 |
115-292 |
|
| S3 |
115-089 |
115-145 |
115-282 |
|
| S4 |
114-299 |
115-035 |
115-252 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-102 |
118-220 |
116-175 |
|
| R3 |
118-089 |
117-207 |
116-084 |
|
| R2 |
117-076 |
117-076 |
116-053 |
|
| R1 |
116-194 |
116-194 |
116-023 |
116-128 |
| PP |
116-063 |
116-063 |
116-063 |
116-030 |
| S1 |
115-181 |
115-181 |
115-281 |
115-116 |
| S2 |
115-050 |
115-050 |
115-251 |
|
| S3 |
114-037 |
114-168 |
115-220 |
|
| S4 |
113-024 |
113-155 |
115-129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-265 |
115-252 |
1-013 |
0.9% |
0-136 |
0.4% |
18% |
False |
True |
447,018 |
| 10 |
117-057 |
115-252 |
1-125 |
1.2% |
0-137 |
0.4% |
13% |
False |
True |
500,159 |
| 20 |
117-057 |
115-242 |
1-135 |
1.2% |
0-132 |
0.4% |
15% |
False |
False |
458,027 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-134 |
0.4% |
62% |
False |
False |
390,695 |
| 60 |
117-170 |
113-317 |
3-173 |
3.1% |
0-137 |
0.4% |
56% |
False |
False |
360,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-190 |
|
2.618 |
117-010 |
|
1.618 |
116-220 |
|
1.000 |
116-152 |
|
0.618 |
116-110 |
|
HIGH |
116-042 |
|
0.618 |
116-000 |
|
0.500 |
115-307 |
|
0.382 |
115-294 |
|
LOW |
115-252 |
|
0.618 |
115-184 |
|
1.000 |
115-142 |
|
1.618 |
115-074 |
|
2.618 |
114-284 |
|
4.250 |
114-104 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-310 |
116-088 |
| PP |
115-309 |
116-056 |
| S1 |
115-307 |
116-024 |
|