ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-315 |
118-160 |
-0-155 |
-0.4% |
118-210 |
| High |
119-025 |
118-160 |
-0-185 |
-0.5% |
119-055 |
| Low |
118-090 |
118-065 |
-0-025 |
-0.1% |
118-090 |
| Close |
118-160 |
118-120 |
-0-040 |
-0.1% |
118-160 |
| Range |
0-255 |
0-095 |
-0-160 |
-62.7% |
0-285 |
| ATR |
0-188 |
0-181 |
-0-007 |
-3.5% |
0-000 |
| Volume |
69,366 |
34,657 |
-34,709 |
-50.0% |
708,758 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-080 |
119-035 |
118-172 |
|
| R3 |
118-305 |
118-260 |
118-146 |
|
| R2 |
118-210 |
118-210 |
118-137 |
|
| R1 |
118-165 |
118-165 |
118-129 |
118-140 |
| PP |
118-115 |
118-115 |
118-115 |
118-102 |
| S1 |
118-070 |
118-070 |
118-111 |
118-045 |
| S2 |
118-020 |
118-020 |
118-103 |
|
| S3 |
117-245 |
117-295 |
118-094 |
|
| S4 |
117-150 |
117-200 |
118-068 |
|
|
| 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 |
118-065 |
0-310 |
0.8% |
0-151 |
0.4% |
18% |
False |
True |
76,874 |
| 10 |
119-055 |
117-040 |
2-015 |
1.7% |
0-173 |
0.5% |
61% |
False |
False |
622,053 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-178 |
0.5% |
65% |
False |
False |
847,817 |
| 40 |
119-055 |
115-190 |
3-185 |
3.0% |
0-191 |
0.5% |
78% |
False |
False |
877,412 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-196 |
0.5% |
81% |
False |
False |
798,333 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-198 |
0.5% |
62% |
False |
False |
672,576 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-201 |
0.5% |
62% |
False |
False |
538,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-244 |
|
2.618 |
119-089 |
|
1.618 |
118-314 |
|
1.000 |
118-255 |
|
0.618 |
118-219 |
|
HIGH |
118-160 |
|
0.618 |
118-124 |
|
0.500 |
118-112 |
|
0.382 |
118-101 |
|
LOW |
118-065 |
|
0.618 |
118-006 |
|
1.000 |
117-290 |
|
1.618 |
117-231 |
|
2.618 |
117-136 |
|
4.250 |
116-301 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-118 |
118-220 |
| PP |
118-115 |
118-187 |
| S1 |
118-112 |
118-153 |
|