ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-187 |
116-112 |
-0-075 |
-0.2% |
116-280 |
| High |
116-250 |
116-245 |
-0-005 |
0.0% |
116-305 |
| Low |
116-085 |
116-105 |
0-020 |
0.1% |
116-060 |
| Close |
116-097 |
116-150 |
0-053 |
0.1% |
116-150 |
| Range |
0-165 |
0-140 |
-0-025 |
-15.2% |
0-245 |
| ATR |
0-176 |
0-174 |
-0-002 |
-1.1% |
0-000 |
| Volume |
701,896 |
580,689 |
-121,207 |
-17.3% |
3,131,014 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-267 |
117-188 |
116-227 |
|
| R3 |
117-127 |
117-048 |
116-188 |
|
| R2 |
116-307 |
116-307 |
116-176 |
|
| R1 |
116-228 |
116-228 |
116-163 |
116-268 |
| PP |
116-167 |
116-167 |
116-167 |
116-186 |
| S1 |
116-088 |
116-088 |
116-137 |
116-128 |
| S2 |
116-027 |
116-027 |
116-124 |
|
| S3 |
115-207 |
115-268 |
116-112 |
|
| S4 |
115-067 |
115-128 |
116-073 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-133 |
116-285 |
|
| R3 |
118-022 |
117-208 |
116-217 |
|
| R2 |
117-097 |
117-097 |
116-195 |
|
| R1 |
116-283 |
116-283 |
116-172 |
116-228 |
| PP |
116-172 |
116-172 |
116-172 |
116-144 |
| S1 |
116-038 |
116-038 |
116-128 |
115-302 |
| S2 |
115-247 |
115-247 |
116-105 |
|
| S3 |
115-002 |
115-113 |
116-083 |
|
| S4 |
114-077 |
114-188 |
116-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-305 |
116-060 |
0-245 |
0.7% |
0-165 |
0.4% |
37% |
False |
False |
626,202 |
| 10 |
118-240 |
116-060 |
2-180 |
2.2% |
0-175 |
0.5% |
11% |
False |
False |
648,842 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-167 |
0.4% |
11% |
False |
False |
589,109 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-170 |
0.5% |
11% |
False |
False |
478,175 |
| 60 |
120-060 |
116-060 |
4-000 |
3.4% |
0-185 |
0.5% |
7% |
False |
False |
452,842 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-167 |
0.4% |
5% |
False |
False |
340,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-200 |
|
2.618 |
117-292 |
|
1.618 |
117-152 |
|
1.000 |
117-065 |
|
0.618 |
117-012 |
|
HIGH |
116-245 |
|
0.618 |
116-192 |
|
0.500 |
116-175 |
|
0.382 |
116-158 |
|
LOW |
116-105 |
|
0.618 |
116-018 |
|
1.000 |
115-285 |
|
1.618 |
115-198 |
|
2.618 |
115-058 |
|
4.250 |
114-150 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-175 |
116-155 |
| PP |
116-167 |
116-153 |
| S1 |
116-158 |
116-152 |
|