ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-290 |
115-315 |
0-025 |
0.1% |
116-185 |
| High |
116-042 |
116-037 |
-0-005 |
0.0% |
116-265 |
| Low |
115-252 |
115-300 |
0-048 |
0.1% |
115-252 |
| Close |
115-312 |
116-015 |
0-023 |
0.1% |
115-312 |
| Range |
0-110 |
0-057 |
-0-053 |
-48.2% |
1-013 |
| ATR |
0-138 |
0-132 |
-0-006 |
-4.2% |
0-000 |
| Volume |
601,111 |
622,341 |
21,230 |
3.5% |
1,776,176 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-182 |
116-155 |
116-046 |
|
| R3 |
116-125 |
116-098 |
116-031 |
|
| R2 |
116-068 |
116-068 |
116-025 |
|
| R1 |
116-041 |
116-041 |
116-020 |
116-054 |
| PP |
116-011 |
116-011 |
116-011 |
116-017 |
| S1 |
115-304 |
115-304 |
116-010 |
115-318 |
| S2 |
115-274 |
115-274 |
116-005 |
|
| S3 |
115-217 |
115-247 |
115-319 |
|
| S4 |
115-160 |
115-190 |
115-304 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-102 |
118-220 |
116-175 |
|
| R3 |
118-089 |
117-207 |
116-084 |
|
| R2 |
117-076 |
117-076 |
116-053 |
|
| R1 |
116-194 |
116-194 |
116-023 |
116-128 |
| PP |
116-063 |
116-063 |
116-063 |
116-030 |
| S1 |
115-181 |
115-181 |
115-281 |
115-116 |
| S2 |
115-050 |
115-050 |
115-251 |
|
| S3 |
114-037 |
114-168 |
115-220 |
|
| S4 |
113-024 |
113-155 |
115-129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-265 |
115-252 |
1-013 |
0.9% |
0-129 |
0.3% |
25% |
False |
False |
479,703 |
| 10 |
117-017 |
115-252 |
1-085 |
1.1% |
0-123 |
0.3% |
20% |
False |
False |
500,865 |
| 20 |
117-057 |
115-242 |
1-135 |
1.2% |
0-131 |
0.4% |
20% |
False |
False |
462,895 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-131 |
0.4% |
65% |
False |
False |
397,013 |
| 60 |
117-170 |
113-317 |
3-173 |
3.1% |
0-137 |
0.4% |
58% |
False |
False |
370,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-279 |
|
2.618 |
116-186 |
|
1.618 |
116-129 |
|
1.000 |
116-094 |
|
0.618 |
116-072 |
|
HIGH |
116-037 |
|
0.618 |
116-015 |
|
0.500 |
116-008 |
|
0.382 |
116-002 |
|
LOW |
115-300 |
|
0.618 |
115-265 |
|
1.000 |
115-243 |
|
1.618 |
115-208 |
|
2.618 |
115-151 |
|
4.250 |
115-058 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-013 |
116-046 |
| PP |
116-011 |
116-036 |
| S1 |
116-008 |
116-025 |
|