ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
115-170 |
115-190 |
0-020 |
0.1% |
115-270 |
| High |
115-250 |
116-020 |
0-090 |
0.2% |
115-270 |
| Low |
115-110 |
115-180 |
0-070 |
0.2% |
115-040 |
| Close |
115-170 |
115-300 |
0-130 |
0.4% |
115-140 |
| Range |
0-140 |
0-160 |
0-020 |
14.3% |
0-230 |
| ATR |
0-114 |
0-118 |
0-004 |
3.5% |
0-000 |
| Volume |
44,467 |
70,619 |
26,152 |
58.8% |
45,634 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-113 |
117-047 |
116-068 |
|
| R3 |
116-273 |
116-207 |
116-024 |
|
| R2 |
116-113 |
116-113 |
116-009 |
|
| R1 |
116-047 |
116-047 |
115-315 |
116-080 |
| PP |
115-273 |
115-273 |
115-273 |
115-290 |
| S1 |
115-207 |
115-207 |
115-285 |
115-240 |
| S2 |
115-113 |
115-113 |
115-271 |
|
| S3 |
114-273 |
115-047 |
115-256 |
|
| S4 |
114-113 |
114-207 |
115-212 |
|
|
| 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 |
118-060 |
|
2.618 |
117-119 |
|
1.618 |
116-279 |
|
1.000 |
116-180 |
|
0.618 |
116-119 |
|
HIGH |
116-020 |
|
0.618 |
115-279 |
|
0.500 |
115-260 |
|
0.382 |
115-241 |
|
LOW |
115-180 |
|
0.618 |
115-081 |
|
1.000 |
115-020 |
|
1.618 |
114-241 |
|
2.618 |
114-081 |
|
4.250 |
113-140 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
115-287 |
115-267 |
| PP |
115-273 |
115-233 |
| S1 |
115-260 |
115-200 |
|