ECBOT 5 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
116-157 |
116-265 |
0-108 |
0.3% |
115-315 |
High |
116-287 |
117-022 |
0-055 |
0.1% |
117-022 |
Low |
116-147 |
116-240 |
0-093 |
0.2% |
115-300 |
Close |
116-262 |
117-015 |
0-073 |
0.2% |
117-015 |
Range |
0-140 |
0-102 |
-0-038 |
-27.1% |
1-042 |
ATR |
0-133 |
0-131 |
-0-002 |
-1.7% |
0-000 |
Volume |
987,755 |
717,831 |
-269,924 |
-27.3% |
3,611,551 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-292 |
117-255 |
117-071 |
|
R3 |
117-190 |
117-153 |
117-043 |
|
R2 |
117-088 |
117-088 |
117-034 |
|
R1 |
117-051 |
117-051 |
117-024 |
117-070 |
PP |
116-306 |
116-306 |
116-306 |
116-315 |
S1 |
116-269 |
116-269 |
117-006 |
116-288 |
S2 |
116-204 |
116-204 |
116-316 |
|
S3 |
116-102 |
116-167 |
116-307 |
|
S4 |
116-000 |
116-065 |
116-279 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-025 |
119-222 |
117-214 |
|
R3 |
118-303 |
118-180 |
117-115 |
|
R2 |
117-261 |
117-261 |
117-081 |
|
R1 |
117-138 |
117-138 |
117-048 |
117-200 |
PP |
116-219 |
116-219 |
116-219 |
116-250 |
S1 |
116-096 |
116-096 |
116-302 |
116-158 |
S2 |
115-177 |
115-177 |
116-269 |
|
S3 |
114-135 |
115-054 |
116-235 |
|
S4 |
113-093 |
114-012 |
116-136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-022 |
115-300 |
1-042 |
1.0% |
0-115 |
0.3% |
98% |
True |
False |
722,310 |
10 |
117-022 |
115-252 |
1-090 |
1.1% |
0-125 |
0.3% |
98% |
True |
False |
584,664 |
20 |
117-057 |
115-252 |
1-125 |
1.2% |
0-131 |
0.4% |
91% |
False |
False |
534,058 |
40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-132 |
0.4% |
96% |
False |
False |
439,176 |
60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-139 |
0.4% |
86% |
False |
False |
417,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-136 |
2.618 |
117-289 |
1.618 |
117-187 |
1.000 |
117-124 |
0.618 |
117-085 |
HIGH |
117-022 |
0.618 |
116-303 |
0.500 |
116-291 |
0.382 |
116-279 |
LOW |
116-240 |
0.618 |
116-177 |
1.000 |
116-138 |
1.618 |
116-075 |
2.618 |
115-293 |
4.250 |
115-126 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
117-000 |
116-301 |
PP |
116-306 |
116-267 |
S1 |
116-291 |
116-234 |
|