ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-215 |
117-000 |
0-105 |
0.3% |
116-167 |
| High |
117-057 |
117-017 |
-0-040 |
-0.1% |
117-057 |
| Low |
116-180 |
116-250 |
0-070 |
0.2% |
116-045 |
| Close |
117-025 |
116-277 |
-0-068 |
-0.2% |
117-025 |
| Range |
0-197 |
0-087 |
-0-110 |
-55.8% |
1-012 |
| ATR |
0-141 |
0-138 |
-0-003 |
-2.3% |
0-000 |
| Volume |
615,278 |
784,075 |
168,797 |
27.4% |
2,141,611 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-229 |
117-180 |
117-005 |
|
| R3 |
117-142 |
117-093 |
116-301 |
|
| R2 |
117-055 |
117-055 |
116-293 |
|
| R1 |
117-006 |
117-006 |
116-285 |
116-307 |
| PP |
116-288 |
116-288 |
116-288 |
116-278 |
| S1 |
116-239 |
116-239 |
116-269 |
116-220 |
| S2 |
116-201 |
116-201 |
116-261 |
|
| S3 |
116-114 |
116-152 |
116-253 |
|
| S4 |
116-027 |
116-065 |
116-229 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-292 |
119-170 |
117-208 |
|
| R3 |
118-280 |
118-158 |
117-116 |
|
| R2 |
117-268 |
117-268 |
117-086 |
|
| R1 |
117-146 |
117-146 |
117-055 |
117-207 |
| PP |
116-256 |
116-256 |
116-256 |
116-286 |
| S1 |
116-134 |
116-134 |
116-315 |
116-195 |
| S2 |
115-244 |
115-244 |
116-284 |
|
| S3 |
114-232 |
115-122 |
116-254 |
|
| S4 |
113-220 |
114-110 |
116-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-057 |
116-045 |
1-012 |
0.9% |
0-127 |
0.3% |
70% |
False |
False |
485,204 |
| 10 |
117-057 |
115-242 |
1-135 |
1.2% |
0-142 |
0.4% |
78% |
False |
False |
459,066 |
| 20 |
117-057 |
114-265 |
2-112 |
2.0% |
0-129 |
0.3% |
87% |
False |
False |
416,844 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-143 |
0.4% |
90% |
False |
False |
389,128 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-131 |
0.4% |
81% |
False |
False |
300,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-067 |
|
2.618 |
117-245 |
|
1.618 |
117-158 |
|
1.000 |
117-104 |
|
0.618 |
117-071 |
|
HIGH |
117-017 |
|
0.618 |
116-304 |
|
0.500 |
116-294 |
|
0.382 |
116-283 |
|
LOW |
116-250 |
|
0.618 |
116-196 |
|
1.000 |
116-163 |
|
1.618 |
116-109 |
|
2.618 |
116-022 |
|
4.250 |
115-200 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-294 |
116-257 |
| PP |
116-288 |
116-236 |
| S1 |
116-282 |
116-216 |
|