ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-285 |
0-045 |
0.1% |
118-160 |
| High |
118-270 |
118-285 |
0-015 |
0.0% |
118-215 |
| Low |
118-215 |
118-145 |
-0-070 |
-0.2% |
117-240 |
| Close |
118-245 |
118-160 |
-0-085 |
-0.2% |
118-080 |
| Range |
0-055 |
0-140 |
0-085 |
154.5% |
0-295 |
| ATR |
0-163 |
0-162 |
-0-002 |
-1.0% |
0-000 |
| Volume |
6,129 |
19,656 |
13,527 |
220.7% |
85,639 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-297 |
119-208 |
118-237 |
|
| R3 |
119-157 |
119-068 |
118-198 |
|
| R2 |
119-017 |
119-017 |
118-186 |
|
| R1 |
118-248 |
118-248 |
118-173 |
118-222 |
| PP |
118-197 |
118-197 |
118-197 |
118-184 |
| S1 |
118-108 |
118-108 |
118-147 |
118-082 |
| S2 |
118-057 |
118-057 |
118-134 |
|
| S3 |
117-237 |
117-288 |
118-122 |
|
| S4 |
117-097 |
117-148 |
118-083 |
|
|
| 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 |
118-285 |
117-240 |
1-045 |
1.0% |
0-151 |
0.4% |
66% |
True |
False |
10,205 |
| 10 |
119-025 |
117-240 |
1-105 |
1.1% |
0-144 |
0.4% |
56% |
False |
False |
19,973 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-153 |
0.4% |
71% |
False |
False |
439,889 |
| 40 |
119-055 |
116-285 |
2-090 |
1.9% |
0-178 |
0.5% |
71% |
False |
False |
708,977 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-186 |
0.5% |
84% |
False |
False |
693,219 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-194 |
0.5% |
65% |
False |
False |
672,617 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-196 |
0.5% |
65% |
False |
False |
539,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-240 |
|
2.618 |
120-012 |
|
1.618 |
119-192 |
|
1.000 |
119-105 |
|
0.618 |
119-052 |
|
HIGH |
118-285 |
|
0.618 |
118-232 |
|
0.500 |
118-215 |
|
0.382 |
118-198 |
|
LOW |
118-145 |
|
0.618 |
118-058 |
|
1.000 |
118-005 |
|
1.618 |
117-238 |
|
2.618 |
117-098 |
|
4.250 |
116-190 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-215 |
118-170 |
| PP |
118-197 |
118-167 |
| S1 |
118-178 |
118-163 |
|