ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
115-220 |
115-040 |
-0-180 |
-0.5% |
117-240 |
| High |
115-230 |
115-190 |
-0-040 |
-0.1% |
117-240 |
| Low |
115-080 |
115-040 |
-0-040 |
-0.1% |
115-240 |
| Close |
115-090 |
115-210 |
0-120 |
0.3% |
115-270 |
| Range |
0-150 |
0-150 |
0-000 |
0.0% |
2-000 |
| ATR |
0-100 |
0-104 |
0-004 |
3.6% |
0-000 |
| Volume |
5,102 |
5,686 |
584 |
11.4% |
20,667 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-277 |
116-233 |
115-292 |
|
| R3 |
116-127 |
116-083 |
115-251 |
|
| R2 |
115-297 |
115-297 |
115-238 |
|
| R1 |
115-253 |
115-253 |
115-224 |
115-275 |
| PP |
115-147 |
115-147 |
115-147 |
115-158 |
| S1 |
115-103 |
115-103 |
115-196 |
115-125 |
| S2 |
114-317 |
114-317 |
115-182 |
|
| S3 |
114-167 |
114-273 |
115-169 |
|
| S4 |
114-017 |
114-123 |
115-128 |
|
|
| 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 |
117-188 |
|
2.618 |
116-263 |
|
1.618 |
116-113 |
|
1.000 |
116-020 |
|
0.618 |
115-283 |
|
HIGH |
115-190 |
|
0.618 |
115-133 |
|
0.500 |
115-115 |
|
0.382 |
115-097 |
|
LOW |
115-040 |
|
0.618 |
114-267 |
|
1.000 |
114-210 |
|
1.618 |
114-117 |
|
2.618 |
113-287 |
|
4.250 |
113-042 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
115-178 |
115-192 |
| PP |
115-147 |
115-173 |
| S1 |
115-115 |
115-155 |
|