ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-087 |
116-167 |
0-080 |
0.2% |
116-042 |
| High |
116-192 |
116-170 |
-0-022 |
-0.1% |
116-192 |
| Low |
115-287 |
116-070 |
0-103 |
0.3% |
115-242 |
| Close |
116-147 |
116-102 |
-0-045 |
-0.1% |
116-147 |
| Range |
0-225 |
0-100 |
-0-125 |
-55.6% |
0-270 |
| ATR |
0-144 |
0-141 |
-0-003 |
-2.2% |
0-000 |
| Volume |
541,693 |
499,663 |
-42,030 |
-7.8% |
2,107,650 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-094 |
117-038 |
116-157 |
|
| R3 |
116-314 |
116-258 |
116-130 |
|
| R2 |
116-214 |
116-214 |
116-120 |
|
| R1 |
116-158 |
116-158 |
116-111 |
116-136 |
| PP |
116-114 |
116-114 |
116-114 |
116-103 |
| S1 |
116-058 |
116-058 |
116-093 |
116-036 |
| S2 |
116-014 |
116-014 |
116-084 |
|
| S3 |
115-234 |
115-278 |
116-074 |
|
| S4 |
115-134 |
115-178 |
116-047 |
|
|
| 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% |
0-156 |
0.4% |
67% |
False |
False |
432,927 |
| 10 |
116-192 |
115-170 |
1-022 |
0.9% |
0-130 |
0.3% |
74% |
False |
False |
409,785 |
| 20 |
116-192 |
114-020 |
2-172 |
2.2% |
0-133 |
0.4% |
89% |
False |
False |
380,112 |
| 40 |
117-170 |
113-317 |
3-173 |
3.0% |
0-144 |
0.4% |
66% |
False |
False |
372,433 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-131 |
0.4% |
66% |
False |
False |
259,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-275 |
|
2.618 |
117-112 |
|
1.618 |
117-012 |
|
1.000 |
116-270 |
|
0.618 |
116-232 |
|
HIGH |
116-170 |
|
0.618 |
116-132 |
|
0.500 |
116-120 |
|
0.382 |
116-108 |
|
LOW |
116-070 |
|
0.618 |
116-008 |
|
1.000 |
115-290 |
|
1.618 |
115-228 |
|
2.618 |
115-128 |
|
4.250 |
114-285 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-120 |
116-087 |
| PP |
116-114 |
116-072 |
| S1 |
116-108 |
116-057 |
|