ECBOT 5 Year T-Note Future June 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 |
115-070 |
115-120 |
0-050 |
0.1% |
115-260 |
High |
115-080 |
115-160 |
0-080 |
0.2% |
115-260 |
Low |
115-010 |
115-100 |
0-090 |
0.2% |
115-010 |
Close |
115-070 |
115-130 |
0-060 |
0.2% |
115-130 |
Range |
0-070 |
0-060 |
-0-010 |
-14.3% |
0-250 |
ATR |
0-069 |
0-071 |
0-001 |
2.1% |
0-000 |
Volume |
1,122 |
2,998 |
1,876 |
167.2% |
6,826 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-310 |
115-280 |
115-163 |
|
R3 |
115-250 |
115-220 |
115-146 |
|
R2 |
115-190 |
115-190 |
115-141 |
|
R1 |
115-160 |
115-160 |
115-136 |
115-175 |
PP |
115-130 |
115-130 |
115-130 |
115-138 |
S1 |
115-100 |
115-100 |
115-124 |
115-115 |
S2 |
115-070 |
115-070 |
115-119 |
|
S3 |
115-010 |
115-040 |
115-114 |
|
S4 |
114-270 |
114-300 |
115-097 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-243 |
117-117 |
115-268 |
|
R3 |
116-313 |
116-187 |
115-199 |
|
R2 |
116-063 |
116-063 |
115-176 |
|
R1 |
115-257 |
115-257 |
115-153 |
115-195 |
PP |
115-133 |
115-133 |
115-133 |
115-102 |
S1 |
115-007 |
115-007 |
115-107 |
114-265 |
S2 |
114-203 |
114-203 |
115-084 |
|
S3 |
113-273 |
114-077 |
115-061 |
|
S4 |
113-023 |
113-147 |
114-312 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-095 |
2.618 |
115-317 |
1.618 |
115-257 |
1.000 |
115-220 |
0.618 |
115-197 |
HIGH |
115-160 |
0.618 |
115-137 |
0.500 |
115-130 |
0.382 |
115-123 |
LOW |
115-100 |
0.618 |
115-063 |
1.000 |
115-040 |
1.618 |
115-003 |
2.618 |
114-263 |
4.250 |
114-165 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
115-130 |
115-117 |
PP |
115-130 |
115-103 |
S1 |
115-130 |
115-090 |
|