ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-040 |
-0-107 |
-0.3% |
117-262 |
| High |
118-155 |
118-080 |
-0-075 |
-0.2% |
118-217 |
| Low |
117-305 |
117-200 |
-0-105 |
-0.3% |
117-210 |
| Close |
118-022 |
117-220 |
-0-122 |
-0.3% |
118-177 |
| Range |
0-170 |
0-200 |
0-030 |
17.6% |
1-007 |
| ATR |
0-170 |
0-172 |
0-002 |
1.3% |
0-000 |
| Volume |
556,195 |
685,362 |
129,167 |
23.2% |
2,772,018 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-233 |
119-107 |
118-010 |
|
| R3 |
119-033 |
118-227 |
117-275 |
|
| R2 |
118-153 |
118-153 |
117-257 |
|
| R1 |
118-027 |
118-027 |
117-238 |
117-310 |
| PP |
117-273 |
117-273 |
117-273 |
117-255 |
| S1 |
117-147 |
117-147 |
117-202 |
117-110 |
| S2 |
117-073 |
117-073 |
117-183 |
|
| S3 |
116-193 |
116-267 |
117-165 |
|
| S4 |
115-313 |
116-067 |
117-110 |
|
|
| 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 |
117-200 |
1-040 |
1.0% |
0-180 |
0.5% |
6% |
False |
True |
608,141 |
| 10 |
118-240 |
117-180 |
1-060 |
1.0% |
0-164 |
0.4% |
11% |
False |
False |
561,402 |
| 20 |
118-240 |
116-312 |
1-248 |
1.5% |
0-168 |
0.4% |
40% |
False |
False |
531,624 |
| 40 |
119-225 |
116-200 |
3-025 |
2.6% |
0-188 |
0.5% |
35% |
False |
False |
459,198 |
| 60 |
121-150 |
116-200 |
4-270 |
4.1% |
0-189 |
0.5% |
22% |
False |
False |
375,298 |
| 80 |
121-260 |
116-200 |
5-060 |
4.4% |
0-152 |
0.4% |
20% |
False |
False |
281,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-290 |
|
2.618 |
119-284 |
|
1.618 |
119-084 |
|
1.000 |
118-280 |
|
0.618 |
118-204 |
|
HIGH |
118-080 |
|
0.618 |
118-004 |
|
0.500 |
117-300 |
|
0.382 |
117-276 |
|
LOW |
117-200 |
|
0.618 |
117-076 |
|
1.000 |
117-000 |
|
1.618 |
116-196 |
|
2.618 |
115-316 |
|
4.250 |
114-310 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-300 |
118-060 |
| PP |
117-273 |
118-007 |
| S1 |
117-247 |
117-273 |
|