ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-295 |
116-317 |
0-022 |
0.1% |
116-145 |
| High |
117-015 |
117-222 |
0-207 |
0.6% |
117-015 |
| Low |
116-220 |
116-307 |
0-087 |
0.2% |
116-067 |
| Close |
116-307 |
117-215 |
0-228 |
0.6% |
116-307 |
| Range |
0-115 |
0-235 |
0-120 |
104.3% |
0-268 |
| ATR |
0-161 |
0-166 |
0-005 |
3.3% |
0-000 |
| Volume |
494,131 |
0 |
-494,131 |
-100.0% |
2,839,561 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-206 |
119-126 |
118-024 |
|
| R3 |
118-291 |
118-211 |
117-280 |
|
| R2 |
118-056 |
118-056 |
117-258 |
|
| R1 |
117-296 |
117-296 |
117-237 |
118-016 |
| PP |
117-141 |
117-141 |
117-141 |
117-162 |
| S1 |
117-061 |
117-061 |
117-193 |
117-101 |
| S2 |
116-226 |
116-226 |
117-172 |
|
| S3 |
115-311 |
116-146 |
117-150 |
|
| S4 |
115-076 |
115-231 |
117-086 |
|
|
| 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 |
117-222 |
116-067 |
1-155 |
1.3% |
0-162 |
0.4% |
99% |
True |
False |
492,637 |
| 10 |
117-222 |
116-060 |
1-162 |
1.3% |
0-160 |
0.4% |
99% |
True |
False |
545,784 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-166 |
0.4% |
58% |
False |
False |
586,849 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-170 |
0.5% |
58% |
False |
False |
500,784 |
| 60 |
120-020 |
116-060 |
3-280 |
3.3% |
0-184 |
0.5% |
38% |
False |
False |
491,816 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-174 |
0.5% |
26% |
False |
False |
375,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-261 |
|
2.618 |
119-197 |
|
1.618 |
118-282 |
|
1.000 |
118-137 |
|
0.618 |
118-047 |
|
HIGH |
117-222 |
|
0.618 |
117-132 |
|
0.500 |
117-104 |
|
0.382 |
117-077 |
|
LOW |
116-307 |
|
0.618 |
116-162 |
|
1.000 |
116-072 |
|
1.618 |
115-247 |
|
2.618 |
115-012 |
|
4.250 |
113-268 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-178 |
117-154 |
| PP |
117-141 |
117-092 |
| S1 |
117-104 |
117-031 |
|