ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-305 |
118-315 |
0-010 |
0.0% |
118-210 |
| High |
119-055 |
119-025 |
-0-030 |
-0.1% |
119-055 |
| Low |
118-215 |
118-090 |
-0-125 |
-0.3% |
118-090 |
| Close |
118-310 |
118-160 |
-0-150 |
-0.4% |
118-160 |
| Range |
0-160 |
0-255 |
0-095 |
59.4% |
0-285 |
| ATR |
0-183 |
0-188 |
0-005 |
2.8% |
0-000 |
| Volume |
61,013 |
69,366 |
8,353 |
13.7% |
708,758 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-003 |
120-177 |
118-300 |
|
| R3 |
120-068 |
119-242 |
118-230 |
|
| R2 |
119-133 |
119-133 |
118-207 |
|
| R1 |
118-307 |
118-307 |
118-183 |
118-252 |
| PP |
118-198 |
118-198 |
118-198 |
118-171 |
| S1 |
118-052 |
118-052 |
118-137 |
117-318 |
| S2 |
117-263 |
117-263 |
118-113 |
|
| S3 |
117-008 |
117-117 |
118-090 |
|
| S4 |
116-073 |
116-182 |
118-020 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-103 |
120-257 |
118-317 |
|
| R3 |
120-138 |
119-292 |
118-238 |
|
| R2 |
119-173 |
119-173 |
118-212 |
|
| R1 |
119-007 |
119-007 |
118-186 |
118-268 |
| PP |
118-208 |
118-208 |
118-208 |
118-179 |
| S1 |
118-042 |
118-042 |
118-134 |
117-302 |
| S2 |
117-243 |
117-243 |
118-108 |
|
| S3 |
116-278 |
117-077 |
118-082 |
|
| S4 |
115-313 |
116-112 |
118-003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-055 |
118-090 |
0-285 |
0.8% |
0-157 |
0.4% |
25% |
False |
True |
141,751 |
| 10 |
119-055 |
117-015 |
2-040 |
1.8% |
0-172 |
0.5% |
68% |
False |
False |
722,414 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-187 |
0.5% |
71% |
False |
False |
907,092 |
| 40 |
119-055 |
115-180 |
3-195 |
3.0% |
0-192 |
0.5% |
81% |
False |
False |
897,917 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-202 |
0.5% |
84% |
False |
False |
813,553 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-199 |
0.5% |
65% |
False |
False |
672,213 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
65% |
False |
False |
538,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-149 |
|
2.618 |
121-053 |
|
1.618 |
120-118 |
|
1.000 |
119-280 |
|
0.618 |
119-183 |
|
HIGH |
119-025 |
|
0.618 |
118-248 |
|
0.500 |
118-218 |
|
0.382 |
118-187 |
|
LOW |
118-090 |
|
0.618 |
117-252 |
|
1.000 |
117-155 |
|
1.618 |
116-317 |
|
2.618 |
116-062 |
|
4.250 |
114-286 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-218 |
118-232 |
| PP |
118-198 |
118-208 |
| S1 |
118-179 |
118-184 |
|