ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-220 |
117-102 |
-0-118 |
-0.3% |
118-205 |
| High |
117-235 |
117-160 |
-0-075 |
-0.2% |
118-240 |
| Low |
117-072 |
116-227 |
-0-165 |
-0.4% |
116-227 |
| Close |
117-127 |
116-272 |
-0-175 |
-0.5% |
116-272 |
| Range |
0-163 |
0-253 |
0-090 |
55.2% |
2-013 |
| ATR |
0-172 |
0-177 |
0-006 |
3.4% |
0-000 |
| Volume |
717,168 |
852,172 |
135,004 |
18.8% |
3,357,410 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-125 |
118-292 |
117-091 |
|
| R3 |
118-192 |
118-039 |
117-022 |
|
| R2 |
117-259 |
117-259 |
116-318 |
|
| R1 |
117-106 |
117-106 |
116-295 |
117-056 |
| PP |
117-006 |
117-006 |
117-006 |
116-302 |
| S1 |
116-173 |
116-173 |
116-249 |
116-123 |
| S2 |
116-073 |
116-073 |
116-226 |
|
| S3 |
115-140 |
115-240 |
116-202 |
|
| S4 |
114-207 |
114-307 |
116-133 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-179 |
122-078 |
117-311 |
|
| R3 |
121-166 |
120-065 |
117-132 |
|
| R2 |
119-153 |
119-153 |
117-072 |
|
| R1 |
118-052 |
118-052 |
117-012 |
117-256 |
| PP |
117-140 |
117-140 |
117-140 |
117-082 |
| S1 |
116-039 |
116-039 |
116-212 |
115-243 |
| S2 |
115-127 |
115-127 |
116-152 |
|
| S3 |
113-114 |
114-026 |
116-092 |
|
| S4 |
111-101 |
112-013 |
115-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-240 |
116-227 |
2-013 |
1.7% |
0-185 |
0.5% |
7% |
False |
True |
671,482 |
| 10 |
118-240 |
116-227 |
2-013 |
1.7% |
0-173 |
0.5% |
7% |
False |
True |
612,942 |
| 20 |
118-240 |
116-227 |
2-013 |
1.7% |
0-167 |
0.4% |
7% |
False |
True |
555,092 |
| 40 |
118-240 |
116-200 |
2-040 |
1.8% |
0-181 |
0.5% |
11% |
False |
False |
463,782 |
| 60 |
121-010 |
116-200 |
4-130 |
3.8% |
0-190 |
0.5% |
5% |
False |
False |
401,328 |
| 80 |
121-260 |
116-200 |
5-060 |
4.4% |
0-157 |
0.4% |
4% |
False |
False |
301,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-275 |
|
2.618 |
119-182 |
|
1.618 |
118-249 |
|
1.000 |
118-093 |
|
0.618 |
117-316 |
|
HIGH |
117-160 |
|
0.618 |
117-063 |
|
0.500 |
117-034 |
|
0.382 |
117-004 |
|
LOW |
116-227 |
|
0.618 |
116-071 |
|
1.000 |
115-294 |
|
1.618 |
115-138 |
|
2.618 |
114-205 |
|
4.250 |
113-112 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-034 |
117-154 |
| PP |
117-006 |
117-086 |
| S1 |
116-299 |
117-019 |
|