ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-167 |
116-157 |
-0-010 |
0.0% |
116-185 |
| High |
116-217 |
116-287 |
0-070 |
0.2% |
116-265 |
| Low |
116-125 |
116-147 |
0-022 |
0.1% |
115-252 |
| Close |
116-152 |
116-262 |
0-110 |
0.3% |
115-312 |
| Range |
0-092 |
0-140 |
0-048 |
52.2% |
1-013 |
| ATR |
0-132 |
0-133 |
0-001 |
0.4% |
0-000 |
| Volume |
861,801 |
987,755 |
125,954 |
14.6% |
1,776,176 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-012 |
117-277 |
117-019 |
|
| R3 |
117-192 |
117-137 |
116-300 |
|
| R2 |
117-052 |
117-052 |
116-288 |
|
| R1 |
116-317 |
116-317 |
116-275 |
117-024 |
| PP |
116-232 |
116-232 |
116-232 |
116-246 |
| S1 |
116-177 |
116-177 |
116-249 |
116-204 |
| S2 |
116-092 |
116-092 |
116-236 |
|
| S3 |
115-272 |
116-037 |
116-224 |
|
| S4 |
115-132 |
115-217 |
116-185 |
|
|
| 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 |
116-287 |
115-252 |
1-035 |
0.9% |
0-116 |
0.3% |
93% |
True |
False |
698,966 |
| 10 |
116-287 |
115-252 |
1-035 |
0.9% |
0-125 |
0.3% |
93% |
True |
False |
565,499 |
| 20 |
117-057 |
115-242 |
1-135 |
1.2% |
0-135 |
0.4% |
75% |
False |
False |
523,355 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-132 |
0.4% |
89% |
False |
False |
426,199 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-138 |
0.4% |
80% |
False |
False |
406,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-242 |
|
2.618 |
118-014 |
|
1.618 |
117-194 |
|
1.000 |
117-107 |
|
0.618 |
117-054 |
|
HIGH |
116-287 |
|
0.618 |
116-234 |
|
0.500 |
116-217 |
|
0.382 |
116-200 |
|
LOW |
116-147 |
|
0.618 |
116-060 |
|
1.000 |
116-007 |
|
1.618 |
115-240 |
|
2.618 |
115-100 |
|
4.250 |
114-192 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-247 |
116-223 |
| PP |
116-232 |
116-185 |
| S1 |
116-217 |
116-146 |
|