ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
115-160 |
115-110 |
-0-050 |
-0.1% |
115-270 |
| High |
115-190 |
115-210 |
0-020 |
0.1% |
115-270 |
| Low |
115-100 |
115-060 |
-0-040 |
-0.1% |
115-040 |
| Close |
115-160 |
115-190 |
0-030 |
0.1% |
115-140 |
| Range |
0-090 |
0-150 |
0-060 |
66.7% |
0-230 |
| ATR |
0-109 |
0-112 |
0-003 |
2.7% |
0-000 |
| Volume |
15,141 |
22,304 |
7,163 |
47.3% |
45,634 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-283 |
116-227 |
115-272 |
|
| R3 |
116-133 |
116-077 |
115-231 |
|
| R2 |
115-303 |
115-303 |
115-218 |
|
| R1 |
115-247 |
115-247 |
115-204 |
115-275 |
| PP |
115-153 |
115-153 |
115-153 |
115-168 |
| S1 |
115-097 |
115-097 |
115-176 |
115-125 |
| S2 |
115-003 |
115-003 |
115-162 |
|
| S3 |
114-173 |
114-267 |
115-149 |
|
| S4 |
114-023 |
114-117 |
115-108 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-200 |
117-080 |
115-266 |
|
| R3 |
116-290 |
116-170 |
115-203 |
|
| R2 |
116-060 |
116-060 |
115-182 |
|
| R1 |
115-260 |
115-260 |
115-161 |
115-205 |
| PP |
115-150 |
115-150 |
115-150 |
115-122 |
| S1 |
115-030 |
115-030 |
115-119 |
114-295 |
| S2 |
114-240 |
114-240 |
115-098 |
|
| S3 |
114-010 |
114-120 |
115-077 |
|
| S4 |
113-100 |
113-210 |
115-014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-208 |
|
2.618 |
116-283 |
|
1.618 |
116-133 |
|
1.000 |
116-040 |
|
0.618 |
115-303 |
|
HIGH |
115-210 |
|
0.618 |
115-153 |
|
0.500 |
115-135 |
|
0.382 |
115-117 |
|
LOW |
115-060 |
|
0.618 |
114-287 |
|
1.000 |
114-230 |
|
1.618 |
114-137 |
|
2.618 |
113-307 |
|
4.250 |
113-062 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
115-172 |
115-175 |
| PP |
115-153 |
115-160 |
| S1 |
115-135 |
115-145 |
|