ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-025 |
118-095 |
0-070 |
0.2% |
118-235 |
| High |
118-135 |
118-100 |
-0-035 |
-0.1% |
118-245 |
| Low |
117-255 |
117-165 |
-0-090 |
-0.2% |
117-160 |
| Close |
118-100 |
117-215 |
-0-205 |
-0.5% |
118-025 |
| Range |
0-200 |
0-255 |
0-055 |
27.5% |
1-085 |
| ATR |
0-201 |
0-205 |
0-004 |
1.9% |
0-000 |
| Volume |
884,934 |
768,421 |
-116,513 |
-13.2% |
5,663,969 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-072 |
119-238 |
118-035 |
|
| R3 |
119-137 |
118-303 |
117-285 |
|
| R2 |
118-202 |
118-202 |
117-262 |
|
| R1 |
118-048 |
118-048 |
117-238 |
117-318 |
| PP |
117-267 |
117-267 |
117-267 |
117-241 |
| S1 |
117-113 |
117-113 |
117-192 |
117-062 |
| S2 |
117-012 |
117-012 |
117-168 |
|
| S3 |
116-077 |
116-178 |
117-145 |
|
| S4 |
115-142 |
115-243 |
117-075 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-292 |
121-083 |
118-248 |
|
| R3 |
120-207 |
119-318 |
118-136 |
|
| R2 |
119-122 |
119-122 |
118-099 |
|
| R1 |
118-233 |
118-233 |
118-062 |
118-135 |
| PP |
118-037 |
118-037 |
118-037 |
117-308 |
| S1 |
117-148 |
117-148 |
117-308 |
117-050 |
| S2 |
116-272 |
116-272 |
117-271 |
|
| S3 |
115-187 |
116-063 |
117-234 |
|
| S4 |
114-102 |
114-298 |
117-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-145 |
117-160 |
0-305 |
0.8% |
0-202 |
0.5% |
18% |
False |
False |
995,010 |
| 10 |
118-305 |
117-160 |
1-145 |
1.2% |
0-204 |
0.5% |
12% |
False |
False |
1,008,536 |
| 20 |
118-305 |
117-035 |
1-270 |
1.6% |
0-196 |
0.5% |
31% |
False |
False |
973,648 |
| 40 |
118-305 |
114-285 |
4-020 |
3.5% |
0-200 |
0.5% |
68% |
False |
False |
815,149 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
50% |
False |
False |
735,089 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-207 |
0.6% |
50% |
False |
False |
552,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-224 |
|
2.618 |
120-128 |
|
1.618 |
119-193 |
|
1.000 |
119-035 |
|
0.618 |
118-258 |
|
HIGH |
118-100 |
|
0.618 |
118-003 |
|
0.500 |
117-292 |
|
0.382 |
117-262 |
|
LOW |
117-165 |
|
0.618 |
117-007 |
|
1.000 |
116-230 |
|
1.618 |
116-072 |
|
2.618 |
115-137 |
|
4.250 |
114-041 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-292 |
117-310 |
| PP |
117-267 |
117-278 |
| S1 |
117-241 |
117-247 |
|