ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-080 |
116-260 |
-0-140 |
-0.4% |
116-260 |
| High |
117-080 |
116-260 |
-0-140 |
-0.4% |
117-130 |
| Low |
117-070 |
116-240 |
-0-150 |
-0.4% |
116-260 |
| Close |
117-060 |
116-250 |
-0-130 |
-0.3% |
117-220 |
| Range |
0-010 |
0-020 |
0-010 |
100.0% |
0-190 |
| ATR |
0-073 |
0-078 |
0-005 |
6.6% |
0-000 |
| Volume |
4,661 |
1,666 |
-2,995 |
-64.3% |
6,274 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-310 |
116-300 |
116-261 |
|
| R3 |
116-290 |
116-280 |
116-256 |
|
| R2 |
116-270 |
116-270 |
116-254 |
|
| R1 |
116-260 |
116-260 |
116-252 |
116-255 |
| PP |
116-250 |
116-250 |
116-250 |
116-248 |
| S1 |
116-240 |
116-240 |
116-248 |
116-235 |
| S2 |
116-230 |
116-230 |
116-246 |
|
| S3 |
116-210 |
116-220 |
116-244 |
|
| S4 |
116-190 |
116-200 |
116-239 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-027 |
118-313 |
118-004 |
|
| R3 |
118-157 |
118-123 |
117-272 |
|
| R2 |
117-287 |
117-287 |
117-255 |
|
| R1 |
117-253 |
117-253 |
117-237 |
117-270 |
| PP |
117-097 |
117-097 |
117-097 |
117-105 |
| S1 |
117-063 |
117-063 |
117-203 |
117-080 |
| S2 |
116-227 |
116-227 |
117-185 |
|
| S3 |
116-037 |
116-193 |
117-168 |
|
| S4 |
115-167 |
116-003 |
117-116 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-025 |
|
2.618 |
116-312 |
|
1.618 |
116-292 |
|
1.000 |
116-280 |
|
0.618 |
116-272 |
|
HIGH |
116-260 |
|
0.618 |
116-252 |
|
0.500 |
116-250 |
|
0.382 |
116-248 |
|
LOW |
116-240 |
|
0.618 |
116-228 |
|
1.000 |
116-220 |
|
1.618 |
116-208 |
|
2.618 |
116-188 |
|
4.250 |
116-155 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-250 |
117-080 |
| PP |
116-250 |
117-030 |
| S1 |
116-250 |
116-300 |
|