ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-077 |
118-205 |
0-128 |
0.3% |
117-262 |
| High |
118-217 |
118-240 |
0-023 |
0.1% |
118-217 |
| Low |
117-317 |
118-102 |
0-105 |
0.3% |
117-210 |
| Close |
118-177 |
118-132 |
-0-045 |
-0.1% |
118-177 |
| Range |
0-220 |
0-138 |
-0-082 |
-37.3% |
1-007 |
| ATR |
0-173 |
0-170 |
-0-002 |
-1.4% |
0-000 |
| Volume |
651,394 |
546,513 |
-104,881 |
-16.1% |
2,772,018 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-252 |
119-170 |
118-208 |
|
| R3 |
119-114 |
119-032 |
118-170 |
|
| R2 |
118-296 |
118-296 |
118-157 |
|
| R1 |
118-214 |
118-214 |
118-145 |
118-186 |
| PP |
118-158 |
118-158 |
118-158 |
118-144 |
| S1 |
118-076 |
118-076 |
118-119 |
118-048 |
| S2 |
118-020 |
118-020 |
118-107 |
|
| S3 |
117-202 |
117-258 |
118-094 |
|
| S4 |
117-064 |
117-120 |
118-056 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-116 |
120-313 |
119-037 |
|
| R3 |
120-109 |
119-306 |
118-267 |
|
| R2 |
119-102 |
119-102 |
118-237 |
|
| R1 |
118-299 |
118-299 |
118-207 |
119-040 |
| PP |
118-095 |
118-095 |
118-095 |
118-125 |
| S1 |
117-292 |
117-292 |
118-147 |
118-034 |
| S2 |
117-088 |
117-088 |
118-117 |
|
| S3 |
116-081 |
116-285 |
118-087 |
|
| S4 |
115-074 |
115-278 |
117-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-240 |
117-242 |
0-318 |
0.8% |
0-166 |
0.4% |
66% |
True |
False |
591,104 |
| 10 |
118-240 |
117-180 |
1-060 |
1.0% |
0-158 |
0.4% |
72% |
True |
False |
530,513 |
| 20 |
118-240 |
116-312 |
1-248 |
1.5% |
0-166 |
0.4% |
81% |
True |
False |
508,421 |
| 40 |
119-232 |
116-200 |
3-032 |
2.6% |
0-191 |
0.5% |
58% |
False |
False |
452,656 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-186 |
0.5% |
34% |
False |
False |
354,734 |
| 80 |
121-260 |
116-200 |
5-060 |
4.4% |
0-147 |
0.4% |
34% |
False |
False |
266,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-186 |
|
2.618 |
119-281 |
|
1.618 |
119-143 |
|
1.000 |
119-058 |
|
0.618 |
119-005 |
|
HIGH |
118-240 |
|
0.618 |
118-187 |
|
0.500 |
118-171 |
|
0.382 |
118-155 |
|
LOW |
118-102 |
|
0.618 |
118-017 |
|
1.000 |
117-284 |
|
1.618 |
117-199 |
|
2.618 |
117-061 |
|
4.250 |
116-156 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-171 |
118-115 |
| PP |
118-158 |
118-098 |
| S1 |
118-145 |
118-081 |
|