ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-245 |
116-112 |
-0-133 |
-0.4% |
117-000 |
| High |
116-245 |
116-160 |
-0-085 |
-0.2% |
117-017 |
| Low |
116-082 |
115-287 |
-0-115 |
-0.3% |
116-065 |
| Close |
116-112 |
116-035 |
-0-077 |
-0.2% |
116-195 |
| Range |
0-163 |
0-193 |
0-030 |
18.4% |
0-272 |
| ATR |
0-136 |
0-140 |
0-004 |
3.0% |
0-000 |
| Volume |
322,394 |
431,571 |
109,177 |
33.9% |
2,610,137 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-313 |
117-207 |
116-141 |
|
| R3 |
117-120 |
117-014 |
116-088 |
|
| R2 |
116-247 |
116-247 |
116-070 |
|
| R1 |
116-141 |
116-141 |
116-053 |
116-098 |
| PP |
116-054 |
116-054 |
116-054 |
116-032 |
| S1 |
115-268 |
115-268 |
116-017 |
115-224 |
| S2 |
115-181 |
115-181 |
116-000 |
|
| S3 |
114-308 |
115-075 |
115-302 |
|
| S4 |
114-115 |
114-202 |
115-249 |
|
|
| 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 |
116-265 |
115-287 |
0-298 |
0.8% |
0-135 |
0.4% |
23% |
False |
True |
432,033 |
| 10 |
117-057 |
115-287 |
1-090 |
1.1% |
0-145 |
0.4% |
17% |
False |
True |
481,635 |
| 20 |
117-057 |
115-195 |
1-182 |
1.4% |
0-135 |
0.4% |
32% |
False |
False |
443,493 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-135 |
0.4% |
66% |
False |
False |
385,515 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-138 |
0.4% |
60% |
False |
False |
350,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-020 |
|
2.618 |
118-025 |
|
1.618 |
117-152 |
|
1.000 |
117-033 |
|
0.618 |
116-279 |
|
HIGH |
116-160 |
|
0.618 |
116-086 |
|
0.500 |
116-064 |
|
0.382 |
116-041 |
|
LOW |
115-287 |
|
0.618 |
115-168 |
|
1.000 |
115-094 |
|
1.618 |
114-295 |
|
2.618 |
114-102 |
|
4.250 |
113-107 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-064 |
116-116 |
| PP |
116-054 |
116-089 |
| S1 |
116-044 |
116-062 |
|