ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-172 |
116-295 |
0-123 |
0.3% |
116-145 |
| High |
117-015 |
117-015 |
0-000 |
0.0% |
117-015 |
| Low |
116-160 |
116-220 |
0-060 |
0.2% |
116-067 |
| Close |
116-290 |
116-307 |
0-017 |
0.0% |
116-307 |
| Range |
0-175 |
0-115 |
-0-060 |
-34.3% |
0-268 |
| ATR |
0-164 |
0-161 |
-0-004 |
-2.1% |
0-000 |
| Volume |
738,992 |
494,131 |
-244,861 |
-33.1% |
2,839,561 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-312 |
117-265 |
117-050 |
|
| R3 |
117-197 |
117-150 |
117-019 |
|
| R2 |
117-082 |
117-082 |
117-008 |
|
| R1 |
117-035 |
117-035 |
116-318 |
117-058 |
| PP |
116-287 |
116-287 |
116-287 |
116-299 |
| S1 |
116-240 |
116-240 |
116-296 |
116-264 |
| S2 |
116-172 |
116-172 |
116-286 |
|
| S3 |
116-057 |
116-125 |
116-275 |
|
| S4 |
115-262 |
116-010 |
116-244 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-080 |
118-302 |
117-134 |
|
| R3 |
118-132 |
118-034 |
117-061 |
|
| R2 |
117-184 |
117-184 |
117-036 |
|
| R1 |
117-086 |
117-086 |
117-012 |
117-135 |
| PP |
116-236 |
116-236 |
116-236 |
116-261 |
| S1 |
116-138 |
116-138 |
116-282 |
116-187 |
| S2 |
115-288 |
115-288 |
116-258 |
|
| S3 |
115-020 |
115-190 |
116-233 |
|
| S4 |
114-072 |
114-242 |
116-160 |
|
|
| 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% |
0-130 |
0.3% |
90% |
True |
False |
567,912 |
| 10 |
117-015 |
116-060 |
0-275 |
0.7% |
0-148 |
0.4% |
90% |
True |
False |
597,057 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-160 |
0.4% |
30% |
False |
False |
605,000 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-167 |
0.4% |
30% |
False |
False |
504,456 |
| 60 |
120-020 |
116-060 |
3-280 |
3.3% |
0-185 |
0.5% |
20% |
False |
False |
495,792 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-172 |
0.5% |
14% |
False |
False |
375,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-184 |
|
2.618 |
117-316 |
|
1.618 |
117-201 |
|
1.000 |
117-130 |
|
0.618 |
117-086 |
|
HIGH |
117-015 |
|
0.618 |
116-291 |
|
0.500 |
116-278 |
|
0.382 |
116-264 |
|
LOW |
116-220 |
|
0.618 |
116-149 |
|
1.000 |
116-105 |
|
1.618 |
116-034 |
|
2.618 |
115-239 |
|
4.250 |
115-051 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-297 |
116-280 |
| PP |
116-287 |
116-253 |
| S1 |
116-278 |
116-226 |
|