ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-102 |
116-280 |
-0-142 |
-0.4% |
118-205 |
| High |
117-160 |
116-292 |
-0-188 |
-0.5% |
118-240 |
| Low |
116-227 |
116-182 |
-0-045 |
-0.1% |
116-227 |
| Close |
116-272 |
116-282 |
0-010 |
0.0% |
116-272 |
| Range |
0-253 |
0-110 |
-0-143 |
-56.5% |
2-013 |
| ATR |
0-177 |
0-173 |
-0-005 |
-2.7% |
0-000 |
| Volume |
852,172 |
512,733 |
-339,439 |
-39.8% |
3,357,410 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-262 |
117-222 |
117-022 |
|
| R3 |
117-152 |
117-112 |
116-312 |
|
| R2 |
117-042 |
117-042 |
116-302 |
|
| R1 |
117-002 |
117-002 |
116-292 |
117-022 |
| PP |
116-252 |
116-252 |
116-252 |
116-262 |
| S1 |
116-212 |
116-212 |
116-272 |
116-232 |
| S2 |
116-142 |
116-142 |
116-262 |
|
| S3 |
116-032 |
116-102 |
116-252 |
|
| S4 |
115-242 |
115-312 |
116-222 |
|
|
| 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 |
118-155 |
116-182 |
1-293 |
1.6% |
0-179 |
0.5% |
16% |
False |
True |
664,726 |
| 10 |
118-240 |
116-182 |
2-058 |
1.9% |
0-173 |
0.5% |
14% |
False |
True |
627,915 |
| 20 |
118-240 |
116-182 |
2-058 |
1.9% |
0-157 |
0.4% |
14% |
False |
True |
548,282 |
| 40 |
118-240 |
116-182 |
2-058 |
1.9% |
0-180 |
0.5% |
14% |
False |
True |
461,864 |
| 60 |
121-010 |
116-182 |
4-148 |
3.8% |
0-187 |
0.5% |
7% |
False |
True |
409,829 |
| 80 |
121-260 |
116-182 |
5-078 |
4.5% |
0-159 |
0.4% |
6% |
False |
True |
307,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-120 |
|
2.618 |
117-260 |
|
1.618 |
117-150 |
|
1.000 |
117-082 |
|
0.618 |
117-040 |
|
HIGH |
116-292 |
|
0.618 |
116-250 |
|
0.500 |
116-237 |
|
0.382 |
116-224 |
|
LOW |
116-182 |
|
0.618 |
116-114 |
|
1.000 |
116-072 |
|
1.618 |
116-004 |
|
2.618 |
115-214 |
|
4.250 |
115-034 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-267 |
117-048 |
| PP |
116-252 |
117-020 |
| S1 |
116-237 |
116-311 |
|