ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
117-060 |
0-055 |
0.1% |
118-025 |
| High |
117-125 |
117-095 |
-0-030 |
-0.1% |
118-135 |
| Low |
116-285 |
117-015 |
0-050 |
0.1% |
116-285 |
| Close |
117-060 |
117-060 |
0-000 |
0.0% |
117-060 |
| Range |
0-160 |
0-080 |
-0-080 |
-50.0% |
1-170 |
| ATR |
0-206 |
0-197 |
-0-009 |
-4.4% |
0-000 |
| Volume |
1,443,270 |
1,038,265 |
-405,005 |
-28.1% |
4,033,580 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-297 |
117-258 |
117-104 |
|
| R3 |
117-217 |
117-178 |
117-082 |
|
| R2 |
117-137 |
117-137 |
117-075 |
|
| R1 |
117-098 |
117-098 |
117-067 |
117-100 |
| PP |
117-057 |
117-057 |
117-057 |
117-058 |
| S1 |
117-018 |
117-018 |
117-053 |
117-020 |
| S2 |
116-297 |
116-297 |
117-045 |
|
| S3 |
116-217 |
116-258 |
117-038 |
|
| S4 |
116-137 |
116-178 |
117-016 |
|
|
| 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% |
0-193 |
0.5% |
19% |
False |
False |
1,014,369 |
| 10 |
118-245 |
116-285 |
1-280 |
1.6% |
0-182 |
0.5% |
16% |
False |
False |
1,073,581 |
| 20 |
118-305 |
116-285 |
2-020 |
1.8% |
0-196 |
0.5% |
14% |
False |
False |
1,001,510 |
| 40 |
118-305 |
114-285 |
4-020 |
3.5% |
0-195 |
0.5% |
57% |
False |
False |
846,661 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-207 |
0.6% |
41% |
False |
False |
790,195 |
| 80 |
120-150 |
114-285 |
5-185 |
4.8% |
0-207 |
0.6% |
41% |
False |
False |
595,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-115 |
|
2.618 |
117-304 |
|
1.618 |
117-224 |
|
1.000 |
117-175 |
|
0.618 |
117-144 |
|
HIGH |
117-095 |
|
0.618 |
117-064 |
|
0.500 |
117-055 |
|
0.382 |
117-046 |
|
LOW |
117-015 |
|
0.618 |
116-286 |
|
1.000 |
116-255 |
|
1.618 |
116-206 |
|
2.618 |
116-126 |
|
4.250 |
115-315 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-058 |
117-122 |
| PP |
117-057 |
117-102 |
| S1 |
117-055 |
117-081 |
|