ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-120 |
115-220 |
0-100 |
0.3% |
114-260 |
| High |
116-020 |
115-310 |
-0-030 |
-0.1% |
116-020 |
| Low |
115-110 |
115-200 |
0-090 |
0.2% |
114-250 |
| Close |
115-220 |
115-300 |
0-080 |
0.2% |
115-300 |
| Range |
0-230 |
0-110 |
-0-120 |
-52.2% |
1-090 |
| ATR |
0-100 |
0-101 |
0-001 |
0.7% |
0-000 |
| Volume |
538,563 |
455,009 |
-83,554 |
-15.5% |
1,519,572 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-280 |
116-240 |
116-040 |
|
| R3 |
116-170 |
116-130 |
116-010 |
|
| R2 |
116-060 |
116-060 |
116-000 |
|
| R1 |
116-020 |
116-020 |
115-310 |
116-040 |
| PP |
115-270 |
115-270 |
115-270 |
115-280 |
| S1 |
115-230 |
115-230 |
115-290 |
115-250 |
| S2 |
115-160 |
115-160 |
115-280 |
|
| S3 |
115-050 |
115-120 |
115-270 |
|
| S4 |
114-260 |
115-010 |
115-240 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
118-310 |
116-206 |
|
| R3 |
118-050 |
117-220 |
116-093 |
|
| R2 |
116-280 |
116-280 |
116-055 |
|
| R1 |
116-130 |
116-130 |
116-018 |
116-205 |
| PP |
115-190 |
115-190 |
115-190 |
115-228 |
| S1 |
115-040 |
115-040 |
115-262 |
115-115 |
| S2 |
114-100 |
114-100 |
115-225 |
|
| S3 |
113-010 |
113-270 |
115-187 |
|
| S4 |
111-240 |
112-180 |
115-074 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-138 |
|
2.618 |
116-278 |
|
1.618 |
116-168 |
|
1.000 |
116-100 |
|
0.618 |
116-058 |
|
HIGH |
115-310 |
|
0.618 |
115-268 |
|
0.500 |
115-255 |
|
0.382 |
115-242 |
|
LOW |
115-200 |
|
0.618 |
115-132 |
|
1.000 |
115-090 |
|
1.618 |
115-022 |
|
2.618 |
114-232 |
|
4.250 |
114-052 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-285 |
115-270 |
| PP |
115-270 |
115-240 |
| S1 |
115-255 |
115-210 |
|