ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-205 |
116-172 |
-0-033 |
-0.1% |
116-280 |
| High |
116-252 |
117-015 |
0-083 |
0.2% |
116-305 |
| Low |
116-117 |
116-160 |
0-043 |
0.1% |
116-060 |
| Close |
116-172 |
116-290 |
0-118 |
0.3% |
116-150 |
| Range |
0-135 |
0-175 |
0-040 |
29.6% |
0-245 |
| ATR |
0-164 |
0-164 |
0-001 |
0.5% |
0-000 |
| Volume |
642,950 |
738,992 |
96,042 |
14.9% |
3,131,014 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-147 |
118-073 |
117-066 |
|
| R3 |
117-292 |
117-218 |
117-018 |
|
| R2 |
117-117 |
117-117 |
117-002 |
|
| R1 |
117-043 |
117-043 |
116-306 |
117-080 |
| PP |
116-262 |
116-262 |
116-262 |
116-280 |
| S1 |
116-188 |
116-188 |
116-274 |
116-225 |
| S2 |
116-087 |
116-087 |
116-258 |
|
| S3 |
115-232 |
116-013 |
116-242 |
|
| S4 |
115-057 |
115-158 |
116-194 |
|
|
| 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 |
117-015 |
116-067 |
0-268 |
0.7% |
0-135 |
0.4% |
83% |
True |
False |
585,223 |
| 10 |
117-160 |
116-060 |
1-100 |
1.1% |
0-161 |
0.4% |
55% |
False |
False |
632,861 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-160 |
0.4% |
28% |
False |
False |
602,792 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-167 |
0.4% |
28% |
False |
False |
497,255 |
| 60 |
120-060 |
116-060 |
4-000 |
3.4% |
0-185 |
0.5% |
18% |
False |
False |
489,763 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-172 |
0.5% |
13% |
False |
False |
369,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-119 |
|
2.618 |
118-153 |
|
1.618 |
117-298 |
|
1.000 |
117-190 |
|
0.618 |
117-123 |
|
HIGH |
117-015 |
|
0.618 |
116-268 |
|
0.500 |
116-248 |
|
0.382 |
116-227 |
|
LOW |
116-160 |
|
0.618 |
116-052 |
|
1.000 |
115-305 |
|
1.618 |
115-197 |
|
2.618 |
115-022 |
|
4.250 |
114-056 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-276 |
116-260 |
| PP |
116-262 |
116-231 |
| S1 |
116-248 |
116-201 |
|