ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-130 |
116-060 |
-0-070 |
-0.2% |
116-042 |
| High |
116-130 |
116-247 |
0-117 |
0.3% |
116-192 |
| Low |
116-045 |
116-055 |
0-010 |
0.0% |
115-242 |
| Close |
116-062 |
116-212 |
0-150 |
0.4% |
116-147 |
| Range |
0-085 |
0-192 |
0-107 |
125.9% |
0-270 |
| ATR |
0-132 |
0-137 |
0-004 |
3.2% |
0-000 |
| Volume |
294,302 |
415,871 |
121,569 |
41.3% |
2,107,650 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-107 |
118-032 |
116-318 |
|
| R3 |
117-235 |
117-160 |
116-265 |
|
| R2 |
117-043 |
117-043 |
116-247 |
|
| R1 |
116-288 |
116-288 |
116-230 |
117-006 |
| PP |
116-171 |
116-171 |
116-171 |
116-190 |
| S1 |
116-096 |
116-096 |
116-194 |
116-134 |
| S2 |
115-299 |
115-299 |
116-177 |
|
| S3 |
115-107 |
115-224 |
116-159 |
|
| S4 |
114-235 |
115-032 |
116-106 |
|
|
| 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 |
116-247 |
115-287 |
0-280 |
0.8% |
0-135 |
0.4% |
88% |
True |
False |
413,605 |
| 10 |
116-247 |
115-242 |
1-005 |
0.9% |
0-126 |
0.3% |
89% |
True |
False |
415,896 |
| 20 |
116-247 |
114-177 |
2-070 |
1.9% |
0-130 |
0.3% |
95% |
True |
False |
388,414 |
| 40 |
117-110 |
113-317 |
3-113 |
2.9% |
0-140 |
0.4% |
80% |
False |
False |
371,167 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-130 |
0.3% |
75% |
False |
False |
276,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-103 |
|
2.618 |
118-110 |
|
1.618 |
117-238 |
|
1.000 |
117-119 |
|
0.618 |
117-046 |
|
HIGH |
116-247 |
|
0.618 |
116-174 |
|
0.500 |
116-151 |
|
0.382 |
116-128 |
|
LOW |
116-055 |
|
0.618 |
115-256 |
|
1.000 |
115-183 |
|
1.618 |
115-064 |
|
2.618 |
114-192 |
|
4.250 |
113-199 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-192 |
116-190 |
| PP |
116-171 |
116-168 |
| S1 |
116-151 |
116-146 |
|