ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-120 |
118-180 |
0-060 |
0.2% |
118-210 |
| High |
118-215 |
118-180 |
-0-035 |
-0.1% |
119-055 |
| Low |
118-115 |
118-055 |
-0-060 |
-0.2% |
118-090 |
| Close |
118-165 |
118-110 |
-0-055 |
-0.1% |
118-160 |
| Range |
0-100 |
0-125 |
0-025 |
25.0% |
0-285 |
| ATR |
0-176 |
0-172 |
-0-004 |
-2.1% |
0-000 |
| Volume |
15,764 |
20,205 |
4,441 |
28.2% |
708,758 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-170 |
119-105 |
118-179 |
|
| R3 |
119-045 |
118-300 |
118-144 |
|
| R2 |
118-240 |
118-240 |
118-133 |
|
| R1 |
118-175 |
118-175 |
118-121 |
118-145 |
| PP |
118-115 |
118-115 |
118-115 |
118-100 |
| S1 |
118-050 |
118-050 |
118-099 |
118-020 |
| S2 |
117-310 |
117-310 |
118-087 |
|
| S3 |
117-185 |
117-245 |
118-076 |
|
| S4 |
117-060 |
117-120 |
118-041 |
|
|
| 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 |
118-055 |
1-000 |
0.8% |
0-147 |
0.4% |
17% |
False |
True |
40,201 |
| 10 |
119-055 |
118-005 |
1-050 |
1.0% |
0-146 |
0.4% |
28% |
False |
False |
381,298 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-174 |
0.5% |
64% |
False |
False |
732,502 |
| 40 |
119-055 |
116-010 |
3-045 |
2.7% |
0-187 |
0.5% |
74% |
False |
False |
836,101 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-192 |
0.5% |
81% |
False |
False |
769,003 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-197 |
0.5% |
62% |
False |
False |
672,891 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-199 |
0.5% |
62% |
False |
False |
538,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-071 |
|
2.618 |
119-187 |
|
1.618 |
119-062 |
|
1.000 |
118-305 |
|
0.618 |
118-257 |
|
HIGH |
118-180 |
|
0.618 |
118-132 |
|
0.500 |
118-118 |
|
0.382 |
118-103 |
|
LOW |
118-055 |
|
0.618 |
117-298 |
|
1.000 |
117-250 |
|
1.618 |
117-173 |
|
2.618 |
117-048 |
|
4.250 |
116-164 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-118 |
118-135 |
| PP |
118-115 |
118-127 |
| S1 |
118-112 |
118-118 |
|