ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-012 |
116-212 |
-0-120 |
-0.3% |
116-167 |
| High |
117-015 |
116-270 |
-0-065 |
-0.2% |
117-057 |
| Low |
116-195 |
116-105 |
-0-090 |
-0.2% |
116-045 |
| Close |
116-220 |
116-135 |
-0-085 |
-0.2% |
117-025 |
| Range |
0-140 |
0-165 |
0-025 |
17.9% |
1-012 |
| ATR |
0-138 |
0-140 |
0-002 |
1.4% |
0-000 |
| Volume |
321,474 |
519,487 |
198,013 |
61.6% |
2,141,611 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-025 |
117-245 |
116-226 |
|
| R3 |
117-180 |
117-080 |
116-180 |
|
| R2 |
117-015 |
117-015 |
116-165 |
|
| R1 |
116-235 |
116-235 |
116-150 |
116-202 |
| PP |
116-170 |
116-170 |
116-170 |
116-154 |
| S1 |
116-070 |
116-070 |
116-120 |
116-038 |
| S2 |
116-005 |
116-005 |
116-105 |
|
| S3 |
115-160 |
115-225 |
116-090 |
|
| S4 |
114-315 |
115-060 |
116-044 |
|
|
| 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 |
116-055 |
1-002 |
0.9% |
0-156 |
0.4% |
25% |
False |
False |
531,237 |
| 10 |
117-057 |
115-242 |
1-135 |
1.2% |
0-144 |
0.4% |
47% |
False |
False |
481,211 |
| 20 |
117-057 |
115-025 |
2-032 |
1.8% |
0-132 |
0.4% |
64% |
False |
False |
424,698 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-138 |
0.4% |
76% |
False |
False |
386,820 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-133 |
0.4% |
69% |
False |
False |
314,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-011 |
|
2.618 |
118-062 |
|
1.618 |
117-217 |
|
1.000 |
117-115 |
|
0.618 |
117-052 |
|
HIGH |
116-270 |
|
0.618 |
116-207 |
|
0.500 |
116-188 |
|
0.382 |
116-168 |
|
LOW |
116-105 |
|
0.618 |
116-003 |
|
1.000 |
115-260 |
|
1.618 |
115-158 |
|
2.618 |
114-313 |
|
4.250 |
114-044 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-188 |
116-221 |
| PP |
116-170 |
116-192 |
| S1 |
116-152 |
116-164 |
|