ECBOT 5 Year T-Note Future March 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 |
118-040 |
117-220 |
-0-140 |
-0.4% |
117-262 |
| High |
118-080 |
117-235 |
-0-165 |
-0.4% |
118-217 |
| Low |
117-200 |
117-072 |
-0-128 |
-0.3% |
117-210 |
| Close |
117-220 |
117-127 |
-0-093 |
-0.2% |
118-177 |
| Range |
0-200 |
0-163 |
-0-037 |
-18.5% |
1-007 |
| ATR |
0-172 |
0-172 |
-0-001 |
-0.4% |
0-000 |
| Volume |
685,362 |
717,168 |
31,806 |
4.6% |
2,772,018 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-314 |
118-223 |
117-217 |
|
| R3 |
118-151 |
118-060 |
117-172 |
|
| R2 |
117-308 |
117-308 |
117-157 |
|
| R1 |
117-217 |
117-217 |
117-142 |
117-181 |
| PP |
117-145 |
117-145 |
117-145 |
117-126 |
| S1 |
117-054 |
117-054 |
117-112 |
117-018 |
| S2 |
116-302 |
116-302 |
117-097 |
|
| S3 |
116-139 |
116-211 |
117-082 |
|
| S4 |
115-296 |
116-048 |
117-037 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-116 |
120-313 |
119-037 |
|
| R3 |
120-109 |
119-306 |
118-267 |
|
| R2 |
119-102 |
119-102 |
118-237 |
|
| R1 |
118-299 |
118-299 |
118-207 |
119-040 |
| PP |
118-095 |
118-095 |
118-095 |
118-125 |
| S1 |
117-292 |
117-292 |
118-147 |
118-034 |
| S2 |
117-088 |
117-088 |
118-117 |
|
| S3 |
116-081 |
116-285 |
118-087 |
|
| S4 |
115-074 |
115-278 |
117-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-240 |
117-072 |
1-168 |
1.3% |
0-178 |
0.5% |
11% |
False |
True |
631,326 |
| 10 |
118-240 |
117-072 |
1-168 |
1.3% |
0-158 |
0.4% |
11% |
False |
True |
572,722 |
| 20 |
118-240 |
117-030 |
1-210 |
1.4% |
0-161 |
0.4% |
18% |
False |
False |
539,979 |
| 40 |
118-247 |
116-200 |
2-047 |
1.8% |
0-183 |
0.5% |
36% |
False |
False |
460,837 |
| 60 |
121-130 |
116-200 |
4-250 |
4.1% |
0-190 |
0.5% |
16% |
False |
False |
387,152 |
| 80 |
121-260 |
116-200 |
5-060 |
4.4% |
0-154 |
0.4% |
15% |
False |
False |
290,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-288 |
|
2.618 |
119-022 |
|
1.618 |
118-179 |
|
1.000 |
118-078 |
|
0.618 |
118-016 |
|
HIGH |
117-235 |
|
0.618 |
117-173 |
|
0.500 |
117-154 |
|
0.382 |
117-134 |
|
LOW |
117-072 |
|
0.618 |
116-291 |
|
1.000 |
116-229 |
|
1.618 |
116-128 |
|
2.618 |
115-285 |
|
4.250 |
115-019 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-154 |
117-274 |
| PP |
117-145 |
117-225 |
| S1 |
117-136 |
117-176 |
|