ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-260 |
114-290 |
0-030 |
0.1% |
115-130 |
| High |
114-310 |
115-130 |
0-140 |
0.4% |
115-200 |
| Low |
114-250 |
114-270 |
0-020 |
0.1% |
114-200 |
| Close |
114-280 |
115-110 |
0-150 |
0.4% |
114-260 |
| Range |
0-060 |
0-180 |
0-120 |
200.0% |
1-000 |
| ATR |
0-083 |
0-090 |
0-007 |
8.4% |
0-000 |
| Volume |
66,432 |
120,638 |
54,206 |
81.6% |
72,844 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-283 |
116-217 |
115-209 |
|
| R3 |
116-103 |
116-037 |
115-160 |
|
| R2 |
115-243 |
115-243 |
115-143 |
|
| R1 |
115-177 |
115-177 |
115-126 |
115-210 |
| PP |
115-063 |
115-063 |
115-063 |
115-080 |
| S1 |
114-317 |
114-317 |
115-094 |
115-030 |
| S2 |
114-203 |
114-203 |
115-077 |
|
| S3 |
114-023 |
114-137 |
115-060 |
|
| S4 |
113-163 |
113-277 |
115-011 |
|
|
| 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 |
117-255 |
|
2.618 |
116-281 |
|
1.618 |
116-101 |
|
1.000 |
115-310 |
|
0.618 |
115-241 |
|
HIGH |
115-130 |
|
0.618 |
115-061 |
|
0.500 |
115-040 |
|
0.382 |
115-019 |
|
LOW |
114-270 |
|
0.618 |
114-159 |
|
1.000 |
114-090 |
|
1.618 |
113-299 |
|
2.618 |
113-119 |
|
4.250 |
112-145 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-087 |
115-075 |
| PP |
115-063 |
115-040 |
| S1 |
115-040 |
115-005 |
|