ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-112 |
116-145 |
0-033 |
0.1% |
116-280 |
| High |
116-245 |
116-192 |
-0-053 |
-0.1% |
116-305 |
| Low |
116-105 |
116-115 |
0-010 |
0.0% |
116-060 |
| Close |
116-150 |
116-170 |
0-020 |
0.1% |
116-150 |
| Range |
0-140 |
0-077 |
-0-063 |
-45.0% |
0-245 |
| ATR |
0-174 |
0-167 |
-0-007 |
-4.0% |
0-000 |
| Volume |
580,689 |
376,374 |
-204,315 |
-35.2% |
3,131,014 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-070 |
117-037 |
116-212 |
|
| R3 |
116-313 |
116-280 |
116-191 |
|
| R2 |
116-236 |
116-236 |
116-184 |
|
| R1 |
116-203 |
116-203 |
116-177 |
116-220 |
| PP |
116-159 |
116-159 |
116-159 |
116-167 |
| S1 |
116-126 |
116-126 |
116-163 |
116-142 |
| S2 |
116-082 |
116-082 |
116-156 |
|
| S3 |
116-005 |
116-049 |
116-149 |
|
| S4 |
115-248 |
115-292 |
116-128 |
|
|
| 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% |
0-158 |
0.4% |
45% |
False |
False |
598,931 |
| 10 |
118-155 |
116-060 |
2-095 |
2.0% |
0-169 |
0.5% |
15% |
False |
False |
631,828 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-163 |
0.4% |
13% |
False |
False |
581,170 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-167 |
0.4% |
13% |
False |
False |
474,825 |
| 60 |
120-060 |
116-060 |
4-000 |
3.4% |
0-184 |
0.5% |
9% |
False |
False |
458,858 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-168 |
0.5% |
6% |
False |
False |
345,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-199 |
|
2.618 |
117-074 |
|
1.618 |
116-317 |
|
1.000 |
116-269 |
|
0.618 |
116-240 |
|
HIGH |
116-192 |
|
0.618 |
116-163 |
|
0.500 |
116-154 |
|
0.382 |
116-144 |
|
LOW |
116-115 |
|
0.618 |
116-067 |
|
1.000 |
116-038 |
|
1.618 |
115-310 |
|
2.618 |
115-233 |
|
4.250 |
115-108 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-164 |
116-169 |
| PP |
116-159 |
116-168 |
| S1 |
116-154 |
116-168 |
|