ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-145 |
116-150 |
0-005 |
0.0% |
116-280 |
| High |
116-192 |
116-217 |
0-025 |
0.1% |
116-305 |
| Low |
116-115 |
116-067 |
-0-048 |
-0.1% |
116-060 |
| Close |
116-170 |
116-192 |
0-022 |
0.1% |
116-150 |
| Range |
0-077 |
0-150 |
0-073 |
94.8% |
0-245 |
| ATR |
0-167 |
0-166 |
-0-001 |
-0.7% |
0-000 |
| Volume |
376,374 |
587,114 |
210,740 |
56.0% |
3,131,014 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-289 |
117-230 |
116-274 |
|
| R3 |
117-139 |
117-080 |
116-233 |
|
| R2 |
116-309 |
116-309 |
116-220 |
|
| R1 |
116-250 |
116-250 |
116-206 |
116-280 |
| PP |
116-159 |
116-159 |
116-159 |
116-173 |
| S1 |
116-100 |
116-100 |
116-178 |
116-130 |
| S2 |
116-009 |
116-009 |
116-164 |
|
| S3 |
115-179 |
115-270 |
116-151 |
|
| S4 |
115-029 |
115-120 |
116-110 |
|
|
| 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 |
116-250 |
116-060 |
0-190 |
0.5% |
0-143 |
0.4% |
69% |
False |
False |
590,917 |
| 10 |
118-080 |
116-060 |
2-020 |
1.8% |
0-167 |
0.4% |
20% |
False |
False |
634,920 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-161 |
0.4% |
16% |
False |
False |
582,763 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-166 |
0.4% |
16% |
False |
False |
480,066 |
| 60 |
120-060 |
116-060 |
4-000 |
3.4% |
0-185 |
0.5% |
10% |
False |
False |
468,196 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-170 |
0.5% |
7% |
False |
False |
352,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-214 |
|
2.618 |
117-290 |
|
1.618 |
117-140 |
|
1.000 |
117-047 |
|
0.618 |
116-310 |
|
HIGH |
116-217 |
|
0.618 |
116-160 |
|
0.500 |
116-142 |
|
0.382 |
116-124 |
|
LOW |
116-067 |
|
0.618 |
115-294 |
|
1.000 |
115-237 |
|
1.618 |
115-144 |
|
2.618 |
114-314 |
|
4.250 |
114-070 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-175 |
116-180 |
| PP |
116-159 |
116-168 |
| S1 |
116-142 |
116-156 |
|