ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-220 |
114-260 |
0-040 |
0.1% |
115-130 |
| High |
114-300 |
114-310 |
0-010 |
0.0% |
115-200 |
| Low |
114-200 |
114-250 |
0-050 |
0.1% |
114-200 |
| Close |
114-260 |
114-280 |
0-020 |
0.1% |
114-260 |
| Range |
0-100 |
0-060 |
-0-040 |
-40.0% |
1-000 |
| ATR |
0-085 |
0-083 |
-0-002 |
-2.1% |
0-000 |
| Volume |
41,868 |
66,432 |
24,564 |
58.7% |
72,844 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-140 |
115-110 |
114-313 |
|
| R3 |
115-080 |
115-050 |
114-296 |
|
| R2 |
115-020 |
115-020 |
114-291 |
|
| R1 |
114-310 |
114-310 |
114-286 |
115-005 |
| PP |
114-280 |
114-280 |
114-280 |
114-288 |
| S1 |
114-250 |
114-250 |
114-274 |
114-265 |
| S2 |
114-220 |
114-220 |
114-269 |
|
| S3 |
114-160 |
114-190 |
114-264 |
|
| S4 |
114-100 |
114-130 |
114-247 |
|
|
| 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 |
115-245 |
|
2.618 |
115-147 |
|
1.618 |
115-087 |
|
1.000 |
115-050 |
|
0.618 |
115-027 |
|
HIGH |
114-310 |
|
0.618 |
114-287 |
|
0.500 |
114-280 |
|
0.382 |
114-273 |
|
LOW |
114-250 |
|
0.618 |
114-213 |
|
1.000 |
114-190 |
|
1.618 |
114-153 |
|
2.618 |
114-093 |
|
4.250 |
113-315 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-280 |
114-310 |
| PP |
114-280 |
114-300 |
| S1 |
114-280 |
114-290 |
|