ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-287 |
0-007 |
0.0% |
118-205 |
| High |
116-292 |
116-305 |
0-013 |
0.0% |
118-240 |
| Low |
116-182 |
116-082 |
-0-100 |
-0.3% |
116-227 |
| Close |
116-282 |
116-110 |
-0-172 |
-0.5% |
116-272 |
| Range |
0-110 |
0-223 |
0-113 |
102.7% |
2-013 |
| ATR |
0-173 |
0-176 |
0-004 |
2.1% |
0-000 |
| Volume |
512,733 |
627,182 |
114,449 |
22.3% |
3,357,410 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-195 |
118-055 |
116-233 |
|
| R3 |
117-292 |
117-152 |
116-171 |
|
| R2 |
117-069 |
117-069 |
116-151 |
|
| R1 |
116-249 |
116-249 |
116-130 |
116-208 |
| PP |
116-166 |
116-166 |
116-166 |
116-145 |
| S1 |
116-026 |
116-026 |
116-090 |
115-304 |
| S2 |
115-263 |
115-263 |
116-069 |
|
| S3 |
115-040 |
115-123 |
116-049 |
|
| S4 |
114-137 |
114-220 |
115-307 |
|
|
| 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 |
118-080 |
116-082 |
1-318 |
1.7% |
0-190 |
0.5% |
4% |
False |
True |
678,923 |
| 10 |
118-240 |
116-082 |
2-158 |
2.1% |
0-176 |
0.5% |
4% |
False |
True |
625,422 |
| 20 |
118-240 |
116-082 |
2-158 |
2.1% |
0-164 |
0.4% |
4% |
False |
True |
562,412 |
| 40 |
118-240 |
116-082 |
2-158 |
2.1% |
0-180 |
0.5% |
4% |
False |
True |
468,122 |
| 60 |
120-260 |
116-082 |
4-178 |
3.9% |
0-189 |
0.5% |
2% |
False |
True |
420,103 |
| 80 |
121-260 |
116-082 |
5-178 |
4.8% |
0-161 |
0.4% |
2% |
False |
True |
315,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-293 |
|
2.618 |
118-249 |
|
1.618 |
118-026 |
|
1.000 |
117-208 |
|
0.618 |
117-123 |
|
HIGH |
116-305 |
|
0.618 |
116-220 |
|
0.500 |
116-194 |
|
0.382 |
116-167 |
|
LOW |
116-082 |
|
0.618 |
115-264 |
|
1.000 |
115-179 |
|
1.618 |
115-041 |
|
2.618 |
114-138 |
|
4.250 |
113-094 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-194 |
116-281 |
| PP |
116-166 |
116-224 |
| S1 |
116-138 |
116-167 |
|