ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-260 |
116-220 |
-0-040 |
-0.1% |
116-260 |
| High |
116-260 |
116-240 |
-0-020 |
-0.1% |
117-130 |
| Low |
116-240 |
116-110 |
-0-130 |
-0.3% |
116-260 |
| Close |
116-250 |
116-150 |
-0-100 |
-0.3% |
117-220 |
| Range |
0-020 |
0-130 |
0-110 |
550.0% |
0-190 |
| ATR |
0-078 |
0-082 |
0-004 |
5.7% |
0-000 |
| Volume |
1,666 |
3,317 |
1,651 |
99.1% |
6,274 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-237 |
117-163 |
116-222 |
|
| R3 |
117-107 |
117-033 |
116-186 |
|
| R2 |
116-297 |
116-297 |
116-174 |
|
| R1 |
116-223 |
116-223 |
116-162 |
116-195 |
| PP |
116-167 |
116-167 |
116-167 |
116-152 |
| S1 |
116-093 |
116-093 |
116-138 |
116-065 |
| S2 |
116-037 |
116-037 |
116-126 |
|
| S3 |
115-227 |
115-283 |
116-114 |
|
| S4 |
115-097 |
115-153 |
116-078 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-027 |
118-313 |
118-004 |
|
| R3 |
118-157 |
118-123 |
117-272 |
|
| R2 |
117-287 |
117-287 |
117-255 |
|
| R1 |
117-253 |
117-253 |
117-237 |
117-270 |
| PP |
117-097 |
117-097 |
117-097 |
117-105 |
| S1 |
117-063 |
117-063 |
117-203 |
117-080 |
| S2 |
116-227 |
116-227 |
117-185 |
|
| S3 |
116-037 |
116-193 |
117-168 |
|
| S4 |
115-167 |
116-003 |
117-116 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-152 |
|
2.618 |
117-260 |
|
1.618 |
117-130 |
|
1.000 |
117-050 |
|
0.618 |
117-000 |
|
HIGH |
116-240 |
|
0.618 |
116-190 |
|
0.500 |
116-175 |
|
0.382 |
116-160 |
|
LOW |
116-110 |
|
0.618 |
116-030 |
|
1.000 |
115-300 |
|
1.618 |
115-220 |
|
2.618 |
115-090 |
|
4.250 |
114-198 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-175 |
116-255 |
| PP |
116-167 |
116-220 |
| S1 |
116-158 |
116-185 |
|