ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-120 |
115-120 |
0-000 |
0.0% |
115-130 |
| High |
115-180 |
116-020 |
0-160 |
0.4% |
115-200 |
| Low |
115-080 |
115-110 |
0-030 |
0.1% |
114-200 |
| Close |
115-110 |
115-220 |
0-110 |
0.3% |
114-260 |
| Range |
0-100 |
0-230 |
0-130 |
130.0% |
1-000 |
| ATR |
0-090 |
0-100 |
0-010 |
11.0% |
0-000 |
| Volume |
338,930 |
538,563 |
199,633 |
58.9% |
72,844 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-273 |
117-157 |
116-026 |
|
| R3 |
117-043 |
116-247 |
115-283 |
|
| R2 |
116-133 |
116-133 |
115-262 |
|
| R1 |
116-017 |
116-017 |
115-241 |
116-075 |
| PP |
115-223 |
115-223 |
115-223 |
115-252 |
| S1 |
115-107 |
115-107 |
115-199 |
115-165 |
| S2 |
114-313 |
114-313 |
115-178 |
|
| S3 |
114-083 |
114-197 |
115-157 |
|
| S4 |
113-173 |
113-287 |
115-094 |
|
|
| 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 |
119-038 |
|
2.618 |
117-302 |
|
1.618 |
117-072 |
|
1.000 |
116-250 |
|
0.618 |
116-162 |
|
HIGH |
116-020 |
|
0.618 |
115-252 |
|
0.500 |
115-225 |
|
0.382 |
115-198 |
|
LOW |
115-110 |
|
0.618 |
114-288 |
|
1.000 |
114-200 |
|
1.618 |
114-058 |
|
2.618 |
113-148 |
|
4.250 |
112-092 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-225 |
115-195 |
| PP |
115-223 |
115-170 |
| S1 |
115-222 |
115-145 |
|