ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-315 |
116-012 |
0-017 |
0.0% |
116-185 |
| High |
116-037 |
116-187 |
0-150 |
0.4% |
116-265 |
| Low |
115-300 |
116-005 |
0-025 |
0.1% |
115-252 |
| Close |
116-015 |
116-162 |
0-147 |
0.4% |
115-312 |
| Range |
0-057 |
0-182 |
0-125 |
219.3% |
1-013 |
| ATR |
0-132 |
0-136 |
0-004 |
2.7% |
0-000 |
| Volume |
622,341 |
421,823 |
-200,518 |
-32.2% |
1,776,176 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-024 |
117-275 |
116-262 |
|
| R3 |
117-162 |
117-093 |
116-212 |
|
| R2 |
116-300 |
116-300 |
116-195 |
|
| R1 |
116-231 |
116-231 |
116-179 |
116-266 |
| PP |
116-118 |
116-118 |
116-118 |
116-135 |
| S1 |
116-049 |
116-049 |
116-145 |
116-084 |
| S2 |
115-256 |
115-256 |
116-129 |
|
| S3 |
115-074 |
115-187 |
116-112 |
|
| S4 |
114-212 |
115-005 |
116-062 |
|
|
| 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 |
116-245 |
115-252 |
0-313 |
0.8% |
0-141 |
0.4% |
73% |
False |
False |
479,848 |
| 10 |
117-015 |
115-252 |
1-083 |
1.1% |
0-133 |
0.4% |
57% |
False |
False |
464,640 |
| 20 |
117-057 |
115-242 |
1-135 |
1.2% |
0-137 |
0.4% |
53% |
False |
False |
461,853 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-133 |
0.4% |
79% |
False |
False |
396,699 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-138 |
0.4% |
71% |
False |
False |
377,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-000 |
|
2.618 |
118-023 |
|
1.618 |
117-161 |
|
1.000 |
117-049 |
|
0.618 |
116-299 |
|
HIGH |
116-187 |
|
0.618 |
116-117 |
|
0.500 |
116-096 |
|
0.382 |
116-075 |
|
LOW |
116-005 |
|
0.618 |
115-213 |
|
1.000 |
115-143 |
|
1.618 |
115-031 |
|
2.618 |
114-169 |
|
4.250 |
113-192 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-140 |
116-128 |
| PP |
116-118 |
116-094 |
| S1 |
116-096 |
116-060 |
|