ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-215 |
117-005 |
-0-210 |
-0.6% |
118-025 |
| High |
117-280 |
117-125 |
-0-155 |
-0.4% |
118-135 |
| Low |
117-010 |
116-285 |
-0-045 |
-0.1% |
116-285 |
| Close |
117-065 |
117-060 |
-0-005 |
0.0% |
117-060 |
| Range |
0-270 |
0-160 |
-0-110 |
-40.7% |
1-170 |
| ATR |
0-210 |
0-206 |
-0-004 |
-1.7% |
0-000 |
| Volume |
936,955 |
1,443,270 |
506,315 |
54.0% |
4,033,580 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-210 |
118-135 |
117-148 |
|
| R3 |
118-050 |
117-295 |
117-104 |
|
| R2 |
117-210 |
117-210 |
117-089 |
|
| R1 |
117-135 |
117-135 |
117-075 |
117-172 |
| PP |
117-050 |
117-050 |
117-050 |
117-069 |
| S1 |
116-295 |
116-295 |
117-045 |
117-012 |
| S2 |
116-210 |
116-210 |
117-031 |
|
| S3 |
116-050 |
116-135 |
117-016 |
|
| S4 |
115-210 |
115-295 |
116-292 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-030 |
121-055 |
118-010 |
|
| R3 |
120-180 |
119-205 |
117-195 |
|
| R2 |
119-010 |
119-010 |
117-150 |
|
| R1 |
118-035 |
118-035 |
117-105 |
117-258 |
| PP |
117-160 |
117-160 |
117-160 |
117-111 |
| S1 |
116-185 |
116-185 |
117-015 |
116-088 |
| S2 |
115-310 |
115-310 |
116-290 |
|
| S3 |
114-140 |
115-015 |
116-245 |
|
| S4 |
112-290 |
113-165 |
116-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-135 |
116-285 |
1-170 |
1.3% |
0-209 |
0.6% |
19% |
False |
True |
1,014,191 |
| 10 |
118-305 |
116-285 |
2-020 |
1.8% |
0-202 |
0.5% |
14% |
False |
True |
1,091,771 |
| 20 |
118-305 |
116-285 |
2-020 |
1.8% |
0-198 |
0.5% |
14% |
False |
True |
1,009,141 |
| 40 |
118-305 |
114-285 |
4-020 |
3.5% |
0-199 |
0.5% |
57% |
False |
False |
839,057 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
41% |
False |
False |
773,656 |
| 80 |
120-150 |
114-285 |
5-185 |
4.8% |
0-207 |
0.6% |
41% |
False |
False |
582,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-165 |
|
2.618 |
118-224 |
|
1.618 |
118-064 |
|
1.000 |
117-285 |
|
0.618 |
117-224 |
|
HIGH |
117-125 |
|
0.618 |
117-064 |
|
0.500 |
117-045 |
|
0.382 |
117-026 |
|
LOW |
116-285 |
|
0.618 |
116-186 |
|
1.000 |
116-125 |
|
1.618 |
116-026 |
|
2.618 |
115-186 |
|
4.250 |
114-245 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-055 |
117-192 |
| PP |
117-050 |
117-148 |
| S1 |
117-045 |
117-104 |
|