ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-120 |
118-240 |
0-120 |
0.3% |
118-160 |
| High |
118-265 |
118-270 |
0-005 |
0.0% |
118-215 |
| Low |
118-055 |
118-215 |
0-160 |
0.4% |
117-240 |
| Close |
118-245 |
118-245 |
0-000 |
0.0% |
118-080 |
| Range |
0-210 |
0-055 |
-0-155 |
-73.8% |
0-295 |
| ATR |
0-172 |
0-163 |
-0-008 |
-4.9% |
0-000 |
| Volume |
4,240 |
6,129 |
1,889 |
44.6% |
85,639 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-088 |
119-062 |
118-275 |
|
| R3 |
119-033 |
119-007 |
118-260 |
|
| R2 |
118-298 |
118-298 |
118-255 |
|
| R1 |
118-272 |
118-272 |
118-250 |
118-285 |
| PP |
118-243 |
118-243 |
118-243 |
118-250 |
| S1 |
118-217 |
118-217 |
118-240 |
118-230 |
| S2 |
118-188 |
118-188 |
118-235 |
|
| S3 |
118-133 |
118-162 |
118-230 |
|
| S4 |
118-078 |
118-107 |
118-215 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-317 |
120-173 |
118-242 |
|
| R3 |
120-022 |
119-198 |
118-161 |
|
| R2 |
119-047 |
119-047 |
118-134 |
|
| R1 |
118-223 |
118-223 |
118-107 |
118-148 |
| PP |
118-072 |
118-072 |
118-072 |
118-034 |
| S1 |
117-248 |
117-248 |
118-053 |
117-172 |
| S2 |
117-097 |
117-097 |
118-026 |
|
| S3 |
116-122 |
116-273 |
117-319 |
|
| S4 |
115-147 |
115-298 |
117-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-270 |
117-240 |
1-030 |
0.9% |
0-146 |
0.4% |
93% |
True |
False |
8,017 |
| 10 |
119-055 |
117-240 |
1-135 |
1.2% |
0-146 |
0.4% |
71% |
False |
False |
24,109 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-160 |
0.4% |
82% |
False |
False |
485,754 |
| 40 |
119-055 |
116-285 |
2-090 |
1.9% |
0-178 |
0.5% |
82% |
False |
False |
729,701 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-186 |
0.5% |
91% |
False |
False |
705,351 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-194 |
0.5% |
69% |
False |
False |
672,755 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-198 |
0.5% |
69% |
False |
False |
539,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-184 |
|
2.618 |
119-094 |
|
1.618 |
119-039 |
|
1.000 |
119-005 |
|
0.618 |
118-304 |
|
HIGH |
118-270 |
|
0.618 |
118-249 |
|
0.500 |
118-242 |
|
0.382 |
118-236 |
|
LOW |
118-215 |
|
0.618 |
118-181 |
|
1.000 |
118-160 |
|
1.618 |
118-126 |
|
2.618 |
118-071 |
|
4.250 |
117-301 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-244 |
118-213 |
| PP |
118-243 |
118-182 |
| S1 |
118-242 |
118-150 |
|