ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
115-040 |
115-190 |
0-150 |
0.4% |
117-240 |
| High |
115-190 |
115-220 |
0-030 |
0.1% |
117-240 |
| Low |
115-040 |
115-070 |
0-030 |
0.1% |
115-240 |
| Close |
115-210 |
115-080 |
-0-130 |
-0.4% |
115-270 |
| Range |
0-150 |
0-150 |
0-000 |
0.0% |
2-000 |
| ATR |
0-104 |
0-107 |
0-003 |
3.2% |
0-000 |
| Volume |
5,686 |
10,688 |
5,002 |
88.0% |
20,667 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-253 |
116-157 |
115-162 |
|
| R3 |
116-103 |
116-007 |
115-121 |
|
| R2 |
115-273 |
115-273 |
115-108 |
|
| R1 |
115-177 |
115-177 |
115-094 |
115-150 |
| PP |
115-123 |
115-123 |
115-123 |
115-110 |
| S1 |
115-027 |
115-027 |
115-066 |
115-000 |
| S2 |
114-293 |
114-293 |
115-052 |
|
| S3 |
114-143 |
114-197 |
115-039 |
|
| S4 |
113-313 |
114-047 |
114-318 |
|
|
| 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 |
117-218 |
|
2.618 |
116-293 |
|
1.618 |
116-143 |
|
1.000 |
116-050 |
|
0.618 |
115-313 |
|
HIGH |
115-220 |
|
0.618 |
115-163 |
|
0.500 |
115-145 |
|
0.382 |
115-127 |
|
LOW |
115-070 |
|
0.618 |
114-297 |
|
1.000 |
114-240 |
|
1.618 |
114-147 |
|
2.618 |
113-317 |
|
4.250 |
113-072 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
115-145 |
115-135 |
| PP |
115-123 |
115-117 |
| S1 |
115-102 |
115-098 |
|