ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-167 |
116-100 |
-0-067 |
-0.2% |
116-042 |
| High |
116-170 |
116-140 |
-0-030 |
-0.1% |
116-192 |
| Low |
116-070 |
116-065 |
-0-005 |
0.0% |
115-242 |
| Close |
116-102 |
116-127 |
0-025 |
0.1% |
116-147 |
| Range |
0-100 |
0-075 |
-0-025 |
-25.0% |
0-270 |
| ATR |
0-141 |
0-136 |
-0-005 |
-3.3% |
0-000 |
| Volume |
499,663 |
316,497 |
-183,166 |
-36.7% |
2,107,650 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-016 |
116-306 |
116-168 |
|
| R3 |
116-261 |
116-231 |
116-148 |
|
| R2 |
116-186 |
116-186 |
116-141 |
|
| R1 |
116-156 |
116-156 |
116-134 |
116-171 |
| PP |
116-111 |
116-111 |
116-111 |
116-118 |
| S1 |
116-081 |
116-081 |
116-120 |
116-096 |
| S2 |
116-036 |
116-036 |
116-113 |
|
| S3 |
115-281 |
116-006 |
116-106 |
|
| S4 |
115-206 |
115-251 |
116-086 |
|
|
| 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% |
0-148 |
0.4% |
76% |
False |
False |
438,826 |
| 10 |
116-192 |
115-187 |
1-005 |
0.9% |
0-126 |
0.3% |
80% |
False |
False |
407,313 |
| 20 |
116-192 |
114-177 |
2-015 |
1.8% |
0-128 |
0.3% |
90% |
False |
False |
387,356 |
| 40 |
117-170 |
113-317 |
3-173 |
3.0% |
0-143 |
0.4% |
68% |
False |
False |
372,904 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-129 |
0.3% |
68% |
False |
False |
265,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-139 |
|
2.618 |
117-016 |
|
1.618 |
116-261 |
|
1.000 |
116-215 |
|
0.618 |
116-186 |
|
HIGH |
116-140 |
|
0.618 |
116-111 |
|
0.500 |
116-102 |
|
0.382 |
116-094 |
|
LOW |
116-065 |
|
0.618 |
116-019 |
|
1.000 |
115-310 |
|
1.618 |
115-264 |
|
2.618 |
115-189 |
|
4.250 |
115-066 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-119 |
116-111 |
| PP |
116-111 |
116-095 |
| S1 |
116-102 |
116-080 |
|