ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
115-120 |
0-050 |
0.1% |
115-260 |
| High |
115-080 |
115-160 |
0-080 |
0.2% |
115-260 |
| Low |
115-010 |
115-100 |
0-090 |
0.2% |
115-010 |
| Close |
115-070 |
115-130 |
0-060 |
0.2% |
115-130 |
| Range |
0-070 |
0-060 |
-0-010 |
-14.3% |
0-250 |
| ATR |
0-069 |
0-071 |
0-001 |
2.1% |
0-000 |
| Volume |
1,122 |
2,998 |
1,876 |
167.2% |
6,826 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-310 |
115-280 |
115-163 |
|
| R3 |
115-250 |
115-220 |
115-146 |
|
| R2 |
115-190 |
115-190 |
115-141 |
|
| R1 |
115-160 |
115-160 |
115-136 |
115-175 |
| PP |
115-130 |
115-130 |
115-130 |
115-138 |
| S1 |
115-100 |
115-100 |
115-124 |
115-115 |
| S2 |
115-070 |
115-070 |
115-119 |
|
| S3 |
115-010 |
115-040 |
115-114 |
|
| S4 |
114-270 |
114-300 |
115-097 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-243 |
117-117 |
115-268 |
|
| R3 |
116-313 |
116-187 |
115-199 |
|
| R2 |
116-063 |
116-063 |
115-176 |
|
| R1 |
115-257 |
115-257 |
115-153 |
115-195 |
| PP |
115-133 |
115-133 |
115-133 |
115-102 |
| S1 |
115-007 |
115-007 |
115-107 |
114-265 |
| S2 |
114-203 |
114-203 |
115-084 |
|
| S3 |
113-273 |
114-077 |
115-061 |
|
| S4 |
113-023 |
113-147 |
114-312 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-095 |
|
2.618 |
115-317 |
|
1.618 |
115-257 |
|
1.000 |
115-220 |
|
0.618 |
115-197 |
|
HIGH |
115-160 |
|
0.618 |
115-137 |
|
0.500 |
115-130 |
|
0.382 |
115-123 |
|
LOW |
115-100 |
|
0.618 |
115-063 |
|
1.000 |
115-040 |
|
1.618 |
115-003 |
|
2.618 |
114-263 |
|
4.250 |
114-165 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-130 |
115-117 |
| PP |
115-130 |
115-103 |
| S1 |
115-130 |
115-090 |
|