ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-317 |
117-200 |
0-203 |
0.5% |
116-145 |
| High |
117-222 |
117-252 |
0-030 |
0.1% |
117-015 |
| Low |
116-307 |
117-130 |
0-143 |
0.4% |
116-067 |
| Close |
117-215 |
117-155 |
-0-060 |
-0.2% |
116-307 |
| Range |
0-235 |
0-122 |
-0-113 |
-48.1% |
0-268 |
| ATR |
0-166 |
0-163 |
-0-003 |
-1.9% |
0-000 |
| Volume |
0 |
995,464 |
995,464 |
|
2,839,561 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-225 |
118-152 |
117-222 |
|
| R3 |
118-103 |
118-030 |
117-189 |
|
| R2 |
117-301 |
117-301 |
117-177 |
|
| R1 |
117-228 |
117-228 |
117-166 |
117-204 |
| PP |
117-179 |
117-179 |
117-179 |
117-167 |
| S1 |
117-106 |
117-106 |
117-144 |
117-082 |
| S2 |
117-057 |
117-057 |
117-133 |
|
| S3 |
116-255 |
116-304 |
117-121 |
|
| S4 |
116-133 |
116-182 |
117-088 |
|
|
| 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 |
117-252 |
116-117 |
1-135 |
1.2% |
0-156 |
0.4% |
79% |
True |
False |
574,307 |
| 10 |
117-252 |
116-060 |
1-192 |
1.4% |
0-150 |
0.4% |
81% |
True |
False |
582,612 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-163 |
0.4% |
51% |
False |
False |
604,017 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-168 |
0.4% |
51% |
False |
False |
521,779 |
| 60 |
120-020 |
116-060 |
3-280 |
3.3% |
0-183 |
0.5% |
33% |
False |
False |
500,914 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-176 |
0.5% |
23% |
False |
False |
388,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-130 |
|
2.618 |
118-251 |
|
1.618 |
118-129 |
|
1.000 |
118-054 |
|
0.618 |
118-007 |
|
HIGH |
117-252 |
|
0.618 |
117-205 |
|
0.500 |
117-191 |
|
0.382 |
117-177 |
|
LOW |
117-130 |
|
0.618 |
117-055 |
|
1.000 |
117-008 |
|
1.618 |
116-253 |
|
2.618 |
116-131 |
|
4.250 |
115-252 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-191 |
117-129 |
| PP |
117-179 |
117-102 |
| S1 |
117-167 |
117-076 |
|