ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-295 |
116-087 |
0-112 |
0.3% |
116-042 |
| High |
116-100 |
116-192 |
0-092 |
0.2% |
116-192 |
| Low |
115-242 |
115-287 |
0-045 |
0.1% |
115-242 |
| Close |
116-055 |
116-147 |
0-092 |
0.2% |
116-147 |
| Range |
0-178 |
0-225 |
0-047 |
26.4% |
0-270 |
| ATR |
0-138 |
0-144 |
0-006 |
4.5% |
0-000 |
| Volume |
503,777 |
541,693 |
37,916 |
7.5% |
2,107,650 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-137 |
118-047 |
116-271 |
|
| R3 |
117-232 |
117-142 |
116-209 |
|
| R2 |
117-007 |
117-007 |
116-188 |
|
| R1 |
116-237 |
116-237 |
116-168 |
116-282 |
| PP |
116-102 |
116-102 |
116-102 |
116-124 |
| S1 |
116-012 |
116-012 |
116-126 |
116-057 |
| S2 |
115-197 |
115-197 |
116-106 |
|
| S3 |
114-292 |
115-107 |
116-085 |
|
| S4 |
114-067 |
114-202 |
116-023 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-257 |
118-152 |
116-296 |
|
| R3 |
117-307 |
117-202 |
116-221 |
|
| R2 |
117-037 |
117-037 |
116-196 |
|
| R1 |
116-252 |
116-252 |
116-172 |
116-304 |
| PP |
116-087 |
116-087 |
116-087 |
116-113 |
| S1 |
115-302 |
115-302 |
116-122 |
116-034 |
| S2 |
115-137 |
115-137 |
116-098 |
|
| S3 |
114-187 |
115-032 |
116-073 |
|
| S4 |
113-237 |
114-082 |
115-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-192 |
115-242 |
0-270 |
0.7% |
0-149 |
0.4% |
83% |
True |
False |
421,530 |
| 10 |
116-192 |
115-125 |
1-067 |
1.0% |
0-133 |
0.4% |
88% |
True |
False |
398,602 |
| 20 |
116-192 |
113-317 |
2-195 |
2.2% |
0-139 |
0.4% |
95% |
True |
False |
362,995 |
| 40 |
117-170 |
113-317 |
3-173 |
3.0% |
0-144 |
0.4% |
70% |
False |
False |
367,383 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-132 |
0.4% |
70% |
False |
False |
251,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-188 |
|
2.618 |
118-141 |
|
1.618 |
117-236 |
|
1.000 |
117-097 |
|
0.618 |
117-011 |
|
HIGH |
116-192 |
|
0.618 |
116-106 |
|
0.500 |
116-080 |
|
0.382 |
116-053 |
|
LOW |
115-287 |
|
0.618 |
115-148 |
|
1.000 |
115-062 |
|
1.618 |
114-243 |
|
2.618 |
114-018 |
|
4.250 |
112-291 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-124 |
116-117 |
| PP |
116-102 |
116-087 |
| S1 |
116-080 |
116-057 |
|