ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-150 |
116-205 |
0-055 |
0.1% |
116-280 |
| High |
116-217 |
116-252 |
0-035 |
0.1% |
116-305 |
| Low |
116-067 |
116-117 |
0-050 |
0.1% |
116-060 |
| Close |
116-192 |
116-172 |
-0-020 |
-0.1% |
116-150 |
| Range |
0-150 |
0-135 |
-0-015 |
-10.0% |
0-245 |
| ATR |
0-166 |
0-164 |
-0-002 |
-1.3% |
0-000 |
| Volume |
587,114 |
642,950 |
55,836 |
9.5% |
3,131,014 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-265 |
117-194 |
116-246 |
|
| R3 |
117-130 |
117-059 |
116-209 |
|
| R2 |
116-315 |
116-315 |
116-197 |
|
| R1 |
116-244 |
116-244 |
116-184 |
116-212 |
| PP |
116-180 |
116-180 |
116-180 |
116-164 |
| S1 |
116-109 |
116-109 |
116-160 |
116-077 |
| S2 |
116-045 |
116-045 |
116-147 |
|
| S3 |
115-230 |
115-294 |
116-135 |
|
| S4 |
115-095 |
115-159 |
116-098 |
|
|
| 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 |
116-252 |
116-067 |
0-185 |
0.5% |
0-133 |
0.4% |
57% |
True |
False |
577,804 |
| 10 |
117-235 |
116-060 |
1-175 |
1.3% |
0-160 |
0.4% |
23% |
False |
False |
630,679 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-162 |
0.4% |
14% |
False |
False |
596,040 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-166 |
0.4% |
14% |
False |
False |
486,900 |
| 60 |
120-060 |
116-060 |
4-000 |
3.4% |
0-185 |
0.5% |
9% |
False |
False |
478,250 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-171 |
0.5% |
6% |
False |
False |
360,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-186 |
|
2.618 |
117-285 |
|
1.618 |
117-150 |
|
1.000 |
117-067 |
|
0.618 |
117-015 |
|
HIGH |
116-252 |
|
0.618 |
116-200 |
|
0.500 |
116-184 |
|
0.382 |
116-169 |
|
LOW |
116-117 |
|
0.618 |
116-034 |
|
1.000 |
115-302 |
|
1.618 |
115-219 |
|
2.618 |
115-084 |
|
4.250 |
114-183 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-184 |
116-168 |
| PP |
116-180 |
116-164 |
| S1 |
116-176 |
116-160 |
|