ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-220 |
116-120 |
-0-100 |
-0.3% |
117-240 |
| High |
116-240 |
116-120 |
-0-120 |
-0.3% |
117-240 |
| Low |
116-110 |
115-240 |
-0-190 |
-0.5% |
115-240 |
| Close |
116-150 |
115-270 |
-0-200 |
-0.5% |
115-270 |
| Range |
0-130 |
0-200 |
0-070 |
53.8% |
2-000 |
| ATR |
0-082 |
0-093 |
0-011 |
12.9% |
0-000 |
| Volume |
3,317 |
7,740 |
4,423 |
133.3% |
20,667 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-277 |
117-153 |
116-060 |
|
| R3 |
117-077 |
116-273 |
116-005 |
|
| R2 |
116-197 |
116-197 |
115-307 |
|
| R1 |
116-073 |
116-073 |
115-288 |
116-035 |
| PP |
115-317 |
115-317 |
115-317 |
115-298 |
| S1 |
115-193 |
115-193 |
115-252 |
115-155 |
| S2 |
115-117 |
115-117 |
115-233 |
|
| S3 |
114-237 |
114-313 |
115-215 |
|
| S4 |
114-037 |
114-113 |
115-160 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-143 |
121-047 |
116-302 |
|
| R3 |
120-143 |
119-047 |
116-126 |
|
| R2 |
118-143 |
118-143 |
116-067 |
|
| R1 |
117-047 |
117-047 |
116-009 |
116-255 |
| PP |
116-143 |
116-143 |
116-143 |
116-088 |
| S1 |
115-047 |
115-047 |
115-211 |
114-255 |
| S2 |
114-143 |
114-143 |
115-153 |
|
| S3 |
112-143 |
113-047 |
115-094 |
|
| S4 |
110-143 |
111-047 |
114-238 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-010 |
|
2.618 |
118-004 |
|
1.618 |
117-124 |
|
1.000 |
117-000 |
|
0.618 |
116-244 |
|
HIGH |
116-120 |
|
0.618 |
116-044 |
|
0.500 |
116-020 |
|
0.382 |
115-316 |
|
LOW |
115-240 |
|
0.618 |
115-116 |
|
1.000 |
115-040 |
|
1.618 |
114-236 |
|
2.618 |
114-036 |
|
4.250 |
113-030 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-020 |
116-090 |
| PP |
115-317 |
116-043 |
| S1 |
115-293 |
115-317 |
|