ECBOT 5 Year T-Note Future June 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 |
115-170 |
115-070 |
-0-100 |
-0.3% |
115-100 |
| High |
115-170 |
115-080 |
-0-090 |
-0.2% |
115-250 |
| Low |
115-060 |
115-010 |
-0-050 |
-0.1% |
114-300 |
| Close |
115-070 |
115-070 |
0-000 |
0.0% |
115-280 |
| Range |
0-110 |
0-070 |
-0-040 |
-36.4% |
0-270 |
| ATR |
0-069 |
0-069 |
0-000 |
0.1% |
0-000 |
| Volume |
1,025 |
1,122 |
97 |
9.5% |
9,113 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-263 |
115-237 |
115-108 |
|
| R3 |
115-193 |
115-167 |
115-089 |
|
| R2 |
115-123 |
115-123 |
115-083 |
|
| R1 |
115-097 |
115-097 |
115-076 |
115-105 |
| PP |
115-053 |
115-053 |
115-053 |
115-058 |
| S1 |
115-027 |
115-027 |
115-064 |
115-035 |
| S2 |
114-303 |
114-303 |
115-057 |
|
| S3 |
114-233 |
114-277 |
115-051 |
|
| S4 |
114-163 |
114-207 |
115-032 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
117-260 |
116-108 |
|
| R3 |
117-070 |
116-310 |
116-034 |
|
| R2 |
116-120 |
116-120 |
116-010 |
|
| R1 |
116-040 |
116-040 |
115-305 |
116-080 |
| PP |
115-170 |
115-170 |
115-170 |
115-190 |
| S1 |
115-090 |
115-090 |
115-255 |
115-130 |
| S2 |
114-220 |
114-220 |
115-230 |
|
| S3 |
113-270 |
114-140 |
115-206 |
|
| S4 |
113-000 |
113-190 |
115-132 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-058 |
|
2.618 |
115-263 |
|
1.618 |
115-193 |
|
1.000 |
115-150 |
|
0.618 |
115-123 |
|
HIGH |
115-080 |
|
0.618 |
115-053 |
|
0.500 |
115-045 |
|
0.382 |
115-037 |
|
LOW |
115-010 |
|
0.618 |
114-287 |
|
1.000 |
114-260 |
|
1.618 |
114-217 |
|
2.618 |
114-147 |
|
4.250 |
114-032 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-062 |
115-120 |
| PP |
115-053 |
115-103 |
| S1 |
115-045 |
115-087 |
|