ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-150 |
115-220 |
0-070 |
0.2% |
115-100 |
| High |
115-160 |
115-250 |
0-090 |
0.2% |
115-250 |
| Low |
115-150 |
115-150 |
0-000 |
0.0% |
114-300 |
| Close |
115-140 |
115-280 |
0-140 |
0.4% |
115-280 |
| Range |
0-010 |
0-100 |
0-090 |
900.0% |
0-270 |
| ATR |
0-000 |
0-067 |
0-067 |
|
0-000 |
| Volume |
2,004 |
3,586 |
1,582 |
78.9% |
9,113 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-207 |
116-183 |
116-015 |
|
| R3 |
116-107 |
116-083 |
115-308 |
|
| R2 |
116-007 |
116-007 |
115-298 |
|
| R1 |
115-303 |
115-303 |
115-289 |
115-315 |
| PP |
115-227 |
115-227 |
115-227 |
115-232 |
| S1 |
115-203 |
115-203 |
115-271 |
115-215 |
| S2 |
115-127 |
115-127 |
115-262 |
|
| S3 |
115-027 |
115-103 |
115-252 |
|
| S4 |
114-247 |
115-003 |
115-225 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
117-260 |
116-108 |
|
| R3 |
117-070 |
116-310 |
116-034 |
|
| R2 |
116-120 |
116-120 |
116-010 |
|
| R1 |
116-040 |
116-040 |
115-305 |
116-080 |
| PP |
115-170 |
115-170 |
115-170 |
115-190 |
| S1 |
115-090 |
115-090 |
115-255 |
115-130 |
| S2 |
114-220 |
114-220 |
115-230 |
|
| S3 |
113-270 |
114-140 |
115-206 |
|
| S4 |
113-000 |
113-190 |
115-132 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-035 |
|
2.618 |
116-192 |
|
1.618 |
116-092 |
|
1.000 |
116-030 |
|
0.618 |
115-312 |
|
HIGH |
115-250 |
|
0.618 |
115-212 |
|
0.500 |
115-200 |
|
0.382 |
115-188 |
|
LOW |
115-150 |
|
0.618 |
115-088 |
|
1.000 |
115-050 |
|
1.618 |
114-308 |
|
2.618 |
114-208 |
|
4.250 |
114-045 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-253 |
115-225 |
| PP |
115-227 |
115-170 |
| S1 |
115-200 |
115-115 |
|