ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-160 |
115-070 |
-0-090 |
-0.2% |
115-260 |
| High |
115-170 |
115-100 |
-0-070 |
-0.2% |
115-260 |
| Low |
115-030 |
114-250 |
-0-100 |
-0.3% |
115-010 |
| Close |
115-050 |
114-300 |
-0-070 |
-0.2% |
115-130 |
| Range |
0-140 |
0-170 |
0-030 |
21.4% |
0-250 |
| ATR |
0-077 |
0-083 |
0-007 |
8.7% |
0-000 |
| Volume |
8,735 |
11,559 |
2,824 |
32.3% |
6,826 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-193 |
116-097 |
115-074 |
|
| R3 |
116-023 |
115-247 |
115-027 |
|
| R2 |
115-173 |
115-173 |
115-011 |
|
| R1 |
115-077 |
115-077 |
114-316 |
115-040 |
| PP |
115-003 |
115-003 |
115-003 |
114-305 |
| S1 |
114-227 |
114-227 |
114-284 |
114-190 |
| S2 |
114-153 |
114-153 |
114-269 |
|
| S3 |
113-303 |
114-057 |
114-253 |
|
| S4 |
113-133 |
113-207 |
114-206 |
|
|
| 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 |
117-182 |
|
2.618 |
116-225 |
|
1.618 |
116-055 |
|
1.000 |
115-270 |
|
0.618 |
115-205 |
|
HIGH |
115-100 |
|
0.618 |
115-035 |
|
0.500 |
115-015 |
|
0.382 |
114-315 |
|
LOW |
114-250 |
|
0.618 |
114-145 |
|
1.000 |
114-080 |
|
1.618 |
113-295 |
|
2.618 |
113-125 |
|
4.250 |
112-168 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-015 |
115-065 |
| PP |
115-003 |
115-037 |
| S1 |
114-312 |
115-008 |
|