ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
115-270 |
115-220 |
-0-050 |
-0.1% |
117-240 |
| High |
115-270 |
115-230 |
-0-040 |
-0.1% |
117-240 |
| Low |
115-180 |
115-080 |
-0-100 |
-0.3% |
115-240 |
| Close |
115-280 |
115-090 |
-0-190 |
-0.5% |
115-270 |
| Range |
0-090 |
0-150 |
0-060 |
66.7% |
2-000 |
| ATR |
0-093 |
0-100 |
0-008 |
8.3% |
0-000 |
| Volume |
12,812 |
5,102 |
-7,710 |
-60.2% |
20,667 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-263 |
116-167 |
115-172 |
|
| R3 |
116-113 |
116-017 |
115-131 |
|
| R2 |
115-283 |
115-283 |
115-118 |
|
| R1 |
115-187 |
115-187 |
115-104 |
115-160 |
| PP |
115-133 |
115-133 |
115-133 |
115-120 |
| S1 |
115-037 |
115-037 |
115-076 |
115-010 |
| S2 |
114-303 |
114-303 |
115-062 |
|
| S3 |
114-153 |
114-207 |
115-049 |
|
| S4 |
114-003 |
114-057 |
115-008 |
|
|
| 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 |
117-228 |
|
2.618 |
116-303 |
|
1.618 |
116-153 |
|
1.000 |
116-060 |
|
0.618 |
116-003 |
|
HIGH |
115-230 |
|
0.618 |
115-173 |
|
0.500 |
115-155 |
|
0.382 |
115-137 |
|
LOW |
115-080 |
|
0.618 |
114-307 |
|
1.000 |
114-250 |
|
1.618 |
114-157 |
|
2.618 |
114-007 |
|
4.250 |
113-082 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
115-155 |
115-260 |
| PP |
115-133 |
115-203 |
| S1 |
115-112 |
115-147 |
|