ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
114-220 |
114-260 |
0-040 |
0.1% |
115-130 |
High |
114-300 |
114-310 |
0-010 |
0.0% |
115-200 |
Low |
114-200 |
114-250 |
0-050 |
0.1% |
114-200 |
Close |
114-260 |
114-280 |
0-020 |
0.1% |
114-260 |
Range |
0-100 |
0-060 |
-0-040 |
-40.0% |
1-000 |
ATR |
0-085 |
0-083 |
-0-002 |
-2.1% |
0-000 |
Volume |
41,868 |
66,432 |
24,564 |
58.7% |
72,844 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-140 |
115-110 |
114-313 |
|
R3 |
115-080 |
115-050 |
114-296 |
|
R2 |
115-020 |
115-020 |
114-291 |
|
R1 |
114-310 |
114-310 |
114-286 |
115-005 |
PP |
114-280 |
114-280 |
114-280 |
114-288 |
S1 |
114-250 |
114-250 |
114-274 |
114-265 |
S2 |
114-220 |
114-220 |
114-269 |
|
S3 |
114-160 |
114-190 |
114-264 |
|
S4 |
114-100 |
114-130 |
114-247 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-007 |
117-133 |
115-116 |
|
R3 |
117-007 |
116-133 |
115-028 |
|
R2 |
116-007 |
116-007 |
114-319 |
|
R1 |
115-133 |
115-133 |
114-289 |
115-070 |
PP |
115-007 |
115-007 |
115-007 |
114-295 |
S1 |
114-133 |
114-133 |
114-231 |
114-070 |
S2 |
114-007 |
114-007 |
114-201 |
|
S3 |
113-007 |
113-133 |
114-172 |
|
S4 |
112-007 |
112-133 |
114-084 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-245 |
2.618 |
115-147 |
1.618 |
115-087 |
1.000 |
115-050 |
0.618 |
115-027 |
HIGH |
114-310 |
0.618 |
114-287 |
0.500 |
114-280 |
0.382 |
114-273 |
LOW |
114-250 |
0.618 |
114-213 |
1.000 |
114-190 |
1.618 |
114-153 |
2.618 |
114-093 |
4.250 |
113-315 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
114-280 |
114-310 |
PP |
114-280 |
114-300 |
S1 |
114-280 |
114-290 |
|