ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-012 |
116-167 |
0-155 |
0.4% |
116-185 |
| High |
116-187 |
116-217 |
0-030 |
0.1% |
116-265 |
| Low |
116-005 |
116-125 |
0-120 |
0.3% |
115-252 |
| Close |
116-162 |
116-152 |
-0-010 |
0.0% |
115-312 |
| Range |
0-182 |
0-092 |
-0-090 |
-49.5% |
1-013 |
| ATR |
0-136 |
0-132 |
-0-003 |
-2.3% |
0-000 |
| Volume |
421,823 |
861,801 |
439,978 |
104.3% |
1,776,176 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-121 |
117-068 |
116-203 |
|
| R3 |
117-029 |
116-296 |
116-177 |
|
| R2 |
116-257 |
116-257 |
116-169 |
|
| R1 |
116-204 |
116-204 |
116-160 |
116-184 |
| PP |
116-165 |
116-165 |
116-165 |
116-155 |
| S1 |
116-112 |
116-112 |
116-144 |
116-092 |
| S2 |
116-073 |
116-073 |
116-135 |
|
| S3 |
115-301 |
116-020 |
116-127 |
|
| S4 |
115-209 |
115-248 |
116-101 |
|
|
| 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 |
116-217 |
115-252 |
0-285 |
0.8% |
0-127 |
0.3% |
77% |
True |
False |
587,729 |
| 10 |
116-270 |
115-252 |
1-018 |
0.9% |
0-128 |
0.3% |
65% |
False |
False |
518,672 |
| 20 |
117-057 |
115-242 |
1-135 |
1.2% |
0-136 |
0.4% |
51% |
False |
False |
490,592 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-132 |
0.4% |
78% |
False |
False |
408,556 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-138 |
0.4% |
70% |
False |
False |
391,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-288 |
|
2.618 |
117-138 |
|
1.618 |
117-046 |
|
1.000 |
116-309 |
|
0.618 |
116-274 |
|
HIGH |
116-217 |
|
0.618 |
116-182 |
|
0.500 |
116-171 |
|
0.382 |
116-160 |
|
LOW |
116-125 |
|
0.618 |
116-068 |
|
1.000 |
116-033 |
|
1.618 |
115-296 |
|
2.618 |
115-204 |
|
4.250 |
115-054 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-171 |
116-134 |
| PP |
116-165 |
116-116 |
| S1 |
116-158 |
116-098 |
|