ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-000 |
117-012 |
0-012 |
0.0% |
116-167 |
| High |
117-017 |
117-015 |
-0-002 |
0.0% |
117-057 |
| Low |
116-250 |
116-195 |
-0-055 |
-0.1% |
116-045 |
| Close |
116-277 |
116-220 |
-0-057 |
-0.2% |
117-025 |
| Range |
0-087 |
0-140 |
0-053 |
60.9% |
1-012 |
| ATR |
0-138 |
0-138 |
0-000 |
0.1% |
0-000 |
| Volume |
784,075 |
321,474 |
-462,601 |
-59.0% |
2,141,611 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-030 |
117-265 |
116-297 |
|
| R3 |
117-210 |
117-125 |
116-258 |
|
| R2 |
117-070 |
117-070 |
116-246 |
|
| R1 |
116-305 |
116-305 |
116-233 |
116-278 |
| PP |
116-250 |
116-250 |
116-250 |
116-236 |
| S1 |
116-165 |
116-165 |
116-207 |
116-138 |
| S2 |
116-110 |
116-110 |
116-194 |
|
| S3 |
115-290 |
116-025 |
116-182 |
|
| S4 |
115-150 |
115-205 |
116-143 |
|
|
| 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% |
0-140 |
0.4% |
53% |
False |
False |
486,200 |
| 10 |
117-057 |
115-242 |
1-135 |
1.2% |
0-144 |
0.4% |
65% |
False |
False |
462,513 |
| 20 |
117-057 |
115-005 |
2-052 |
1.9% |
0-131 |
0.4% |
77% |
False |
False |
410,824 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-142 |
0.4% |
85% |
False |
False |
386,539 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-132 |
0.4% |
76% |
False |
False |
305,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-290 |
|
2.618 |
118-062 |
|
1.618 |
117-242 |
|
1.000 |
117-155 |
|
0.618 |
117-102 |
|
HIGH |
117-015 |
|
0.618 |
116-282 |
|
0.500 |
116-265 |
|
0.382 |
116-248 |
|
LOW |
116-195 |
|
0.618 |
116-108 |
|
1.000 |
116-055 |
|
1.618 |
115-288 |
|
2.618 |
115-148 |
|
4.250 |
114-240 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-265 |
116-278 |
| PP |
116-250 |
116-259 |
| S1 |
116-235 |
116-240 |
|