ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-272 |
116-315 |
0-043 |
0.1% |
115-315 |
| High |
117-030 |
117-045 |
0-015 |
0.0% |
117-022 |
| Low |
116-262 |
116-277 |
0-015 |
0.0% |
115-300 |
| Close |
117-010 |
117-030 |
0-020 |
0.1% |
117-015 |
| Range |
0-088 |
0-088 |
0-000 |
0.0% |
1-042 |
| ATR |
0-128 |
0-125 |
-0-003 |
-2.2% |
0-000 |
| Volume |
162,782 |
66,564 |
-96,218 |
-59.1% |
3,611,551 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-275 |
117-240 |
117-078 |
|
| R3 |
117-187 |
117-152 |
117-054 |
|
| R2 |
117-099 |
117-099 |
117-046 |
|
| R1 |
117-064 |
117-064 |
117-038 |
117-082 |
| PP |
117-011 |
117-011 |
117-011 |
117-019 |
| S1 |
116-296 |
116-296 |
117-022 |
116-314 |
| S2 |
116-243 |
116-243 |
117-014 |
|
| S3 |
116-155 |
116-208 |
117-006 |
|
| S4 |
116-067 |
116-120 |
116-302 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-025 |
119-222 |
117-214 |
|
| R3 |
118-303 |
118-180 |
117-115 |
|
| R2 |
117-261 |
117-261 |
117-081 |
|
| R1 |
117-138 |
117-138 |
117-048 |
117-200 |
| PP |
116-219 |
116-219 |
116-219 |
116-250 |
| S1 |
116-096 |
116-096 |
116-302 |
116-158 |
| S2 |
115-177 |
115-177 |
116-269 |
|
| S3 |
114-135 |
115-054 |
116-235 |
|
| S4 |
113-093 |
114-012 |
116-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-045 |
116-125 |
0-240 |
0.6% |
0-102 |
0.3% |
94% |
True |
False |
559,346 |
| 10 |
117-045 |
115-252 |
1-113 |
1.2% |
0-122 |
0.3% |
97% |
True |
False |
519,597 |
| 20 |
117-057 |
115-252 |
1-125 |
1.2% |
0-124 |
0.3% |
94% |
False |
False |
493,457 |
| 40 |
117-057 |
114-020 |
3-037 |
2.7% |
0-128 |
0.3% |
97% |
False |
False |
436,785 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-137 |
0.4% |
88% |
False |
False |
412,775 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-129 |
0.3% |
88% |
False |
False |
318,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-099 |
|
2.618 |
117-275 |
|
1.618 |
117-187 |
|
1.000 |
117-133 |
|
0.618 |
117-099 |
|
HIGH |
117-045 |
|
0.618 |
117-011 |
|
0.500 |
117-001 |
|
0.382 |
116-311 |
|
LOW |
116-277 |
|
0.618 |
116-223 |
|
1.000 |
116-189 |
|
1.618 |
116-135 |
|
2.618 |
116-047 |
|
4.250 |
115-223 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-020 |
117-014 |
| PP |
117-011 |
116-318 |
| S1 |
117-001 |
116-302 |
|