ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
116-185 |
0-045 |
0.1% |
117-000 |
| High |
116-227 |
116-265 |
0-038 |
0.1% |
117-017 |
| Low |
116-132 |
116-145 |
0-013 |
0.0% |
116-065 |
| Close |
116-195 |
116-252 |
0-057 |
0.2% |
116-195 |
| Range |
0-095 |
0-120 |
0-025 |
26.3% |
0-272 |
| ATR |
0-134 |
0-133 |
-0-001 |
-0.8% |
0-000 |
| Volume |
458,914 |
421,100 |
-37,814 |
-8.2% |
2,610,137 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-261 |
117-216 |
116-318 |
|
| R3 |
117-141 |
117-096 |
116-285 |
|
| R2 |
117-021 |
117-021 |
116-274 |
|
| R1 |
116-296 |
116-296 |
116-263 |
116-318 |
| PP |
116-221 |
116-221 |
116-221 |
116-232 |
| S1 |
116-176 |
116-176 |
116-241 |
116-198 |
| S2 |
116-101 |
116-101 |
116-230 |
|
| S3 |
115-301 |
116-056 |
116-219 |
|
| S4 |
115-181 |
115-256 |
116-186 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-055 |
118-237 |
117-025 |
|
| R3 |
118-103 |
117-285 |
116-270 |
|
| R2 |
117-151 |
117-151 |
116-245 |
|
| R1 |
117-013 |
117-013 |
116-220 |
116-266 |
| PP |
116-199 |
116-199 |
116-199 |
116-166 |
| S1 |
116-061 |
116-061 |
116-170 |
115-314 |
| S2 |
115-247 |
115-247 |
116-145 |
|
| S3 |
114-295 |
115-109 |
116-120 |
|
| S4 |
114-023 |
114-157 |
116-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-015 |
116-065 |
0-270 |
0.7% |
0-124 |
0.3% |
69% |
False |
False |
449,432 |
| 10 |
117-057 |
116-045 |
1-012 |
0.9% |
0-126 |
0.3% |
62% |
False |
False |
467,318 |
| 20 |
117-057 |
115-170 |
1-207 |
1.4% |
0-128 |
0.3% |
76% |
False |
False |
438,551 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-134 |
0.4% |
88% |
False |
False |
386,188 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-135 |
0.4% |
79% |
False |
False |
337,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-135 |
|
2.618 |
117-259 |
|
1.618 |
117-139 |
|
1.000 |
117-065 |
|
0.618 |
117-019 |
|
HIGH |
116-265 |
|
0.618 |
116-219 |
|
0.500 |
116-205 |
|
0.382 |
116-191 |
|
LOW |
116-145 |
|
0.618 |
116-071 |
|
1.000 |
116-025 |
|
1.618 |
115-271 |
|
2.618 |
115-151 |
|
4.250 |
114-275 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-236 |
116-223 |
| PP |
116-221 |
116-194 |
| S1 |
116-205 |
116-165 |
|