ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-287 |
116-097 |
-0-190 |
-0.5% |
118-205 |
| High |
116-305 |
116-245 |
-0-060 |
-0.2% |
118-240 |
| Low |
116-082 |
116-060 |
-0-022 |
-0.1% |
116-227 |
| Close |
116-110 |
116-222 |
0-112 |
0.3% |
116-272 |
| Range |
0-223 |
0-185 |
-0-038 |
-17.0% |
2-013 |
| ATR |
0-176 |
0-177 |
0-001 |
0.4% |
0-000 |
| Volume |
627,182 |
708,514 |
81,332 |
13.0% |
3,357,410 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-091 |
118-021 |
117-004 |
|
| R3 |
117-226 |
117-156 |
116-273 |
|
| R2 |
117-041 |
117-041 |
116-256 |
|
| R1 |
116-291 |
116-291 |
116-239 |
117-006 |
| PP |
116-176 |
116-176 |
116-176 |
116-193 |
| S1 |
116-106 |
116-106 |
116-205 |
116-141 |
| S2 |
115-311 |
115-311 |
116-188 |
|
| S3 |
115-126 |
115-241 |
116-171 |
|
| S4 |
114-261 |
115-056 |
116-120 |
|
|
| 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 |
117-235 |
116-060 |
1-175 |
1.3% |
0-187 |
0.5% |
33% |
False |
True |
683,553 |
| 10 |
118-240 |
116-060 |
2-180 |
2.2% |
0-184 |
0.5% |
20% |
False |
True |
645,847 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-166 |
0.4% |
20% |
False |
True |
574,390 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-176 |
0.5% |
20% |
False |
True |
473,209 |
| 60 |
120-060 |
116-060 |
4-000 |
3.4% |
0-188 |
0.5% |
13% |
False |
True |
431,906 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-164 |
0.4% |
9% |
False |
True |
324,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-071 |
|
2.618 |
118-089 |
|
1.618 |
117-224 |
|
1.000 |
117-110 |
|
0.618 |
117-039 |
|
HIGH |
116-245 |
|
0.618 |
116-174 |
|
0.500 |
116-152 |
|
0.382 |
116-131 |
|
LOW |
116-060 |
|
0.618 |
115-266 |
|
1.000 |
115-195 |
|
1.618 |
115-081 |
|
2.618 |
114-216 |
|
4.250 |
113-234 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-199 |
116-209 |
| PP |
116-176 |
116-196 |
| S1 |
116-152 |
116-182 |
|