ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
114-220 |
-0-170 |
-0.5% |
115-130 |
| High |
115-100 |
114-300 |
-0-120 |
-0.3% |
115-200 |
| Low |
114-250 |
114-200 |
-0-050 |
-0.1% |
114-200 |
| Close |
114-300 |
114-260 |
-0-040 |
-0.1% |
114-260 |
| Range |
0-170 |
0-100 |
-0-070 |
-41.2% |
1-000 |
| ATR |
0-083 |
0-085 |
0-001 |
1.4% |
0-000 |
| Volume |
11,559 |
41,868 |
30,309 |
262.2% |
72,844 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-233 |
115-187 |
114-315 |
|
| R3 |
115-133 |
115-087 |
114-288 |
|
| R2 |
115-033 |
115-033 |
114-278 |
|
| R1 |
114-307 |
114-307 |
114-269 |
115-010 |
| PP |
114-253 |
114-253 |
114-253 |
114-265 |
| S1 |
114-207 |
114-207 |
114-251 |
114-230 |
| S2 |
114-153 |
114-153 |
114-242 |
|
| S3 |
114-053 |
114-107 |
114-232 |
|
| S4 |
113-273 |
114-007 |
114-205 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-007 |
117-133 |
115-116 |
|
| R3 |
117-007 |
116-133 |
115-028 |
|
| R2 |
116-007 |
116-007 |
114-319 |
|
| R1 |
115-133 |
115-133 |
114-289 |
115-070 |
| PP |
115-007 |
115-007 |
115-007 |
114-295 |
| S1 |
114-133 |
114-133 |
114-231 |
114-070 |
| S2 |
114-007 |
114-007 |
114-201 |
|
| S3 |
113-007 |
113-133 |
114-172 |
|
| S4 |
112-007 |
112-133 |
114-084 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-085 |
|
2.618 |
115-242 |
|
1.618 |
115-142 |
|
1.000 |
115-080 |
|
0.618 |
115-042 |
|
HIGH |
114-300 |
|
0.618 |
114-262 |
|
0.500 |
114-250 |
|
0.382 |
114-238 |
|
LOW |
114-200 |
|
0.618 |
114-138 |
|
1.000 |
114-100 |
|
1.618 |
114-038 |
|
2.618 |
113-258 |
|
4.250 |
113-095 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-257 |
115-025 |
| PP |
114-253 |
114-317 |
| S1 |
114-250 |
114-288 |
|