ECBOT 5 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 |
117-010 |
116-242 |
-0-088 |
-0.2% |
116-272 |
| High |
117-030 |
116-242 |
-0-108 |
-0.3% |
117-085 |
| Low |
116-192 |
116-185 |
-0-007 |
0.0% |
116-192 |
| Close |
116-235 |
116-225 |
-0-010 |
0.0% |
116-235 |
| Range |
0-158 |
0-057 |
-0-101 |
-63.9% |
0-213 |
| ATR |
0-125 |
0-120 |
-0-005 |
-3.9% |
0-000 |
| Volume |
38,143 |
27,250 |
-10,893 |
-28.6% |
334,654 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-068 |
117-044 |
116-256 |
|
| R3 |
117-011 |
116-307 |
116-241 |
|
| R2 |
116-274 |
116-274 |
116-235 |
|
| R1 |
116-250 |
116-250 |
116-230 |
116-234 |
| PP |
116-217 |
116-217 |
116-217 |
116-209 |
| S1 |
116-193 |
116-193 |
116-220 |
116-176 |
| S2 |
116-160 |
116-160 |
116-215 |
|
| S3 |
116-103 |
116-136 |
116-209 |
|
| S4 |
116-046 |
116-079 |
116-194 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-276 |
118-149 |
117-032 |
|
| R3 |
118-063 |
117-256 |
116-294 |
|
| R2 |
117-170 |
117-170 |
116-274 |
|
| R1 |
117-043 |
117-043 |
116-255 |
117-000 |
| PP |
116-277 |
116-277 |
116-277 |
116-256 |
| S1 |
116-150 |
116-150 |
116-215 |
116-107 |
| S2 |
116-064 |
116-064 |
116-196 |
|
| S3 |
115-171 |
115-257 |
116-176 |
|
| S4 |
114-278 |
115-044 |
116-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-085 |
116-185 |
0-220 |
0.6% |
0-102 |
0.3% |
18% |
False |
True |
39,824 |
| 10 |
117-085 |
116-005 |
1-080 |
1.1% |
0-111 |
0.3% |
55% |
False |
False |
335,111 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-117 |
0.3% |
62% |
False |
False |
417,988 |
| 40 |
117-085 |
114-177 |
2-228 |
2.3% |
0-126 |
0.3% |
79% |
False |
False |
406,753 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-134 |
0.4% |
83% |
False |
False |
391,542 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
77% |
False |
False |
319,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-164 |
|
2.618 |
117-071 |
|
1.618 |
117-014 |
|
1.000 |
116-299 |
|
0.618 |
116-277 |
|
HIGH |
116-242 |
|
0.618 |
116-220 |
|
0.500 |
116-214 |
|
0.382 |
116-207 |
|
LOW |
116-185 |
|
0.618 |
116-150 |
|
1.000 |
116-128 |
|
1.618 |
116-093 |
|
2.618 |
116-036 |
|
4.250 |
115-263 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-221 |
116-295 |
| PP |
116-217 |
116-272 |
| S1 |
116-214 |
116-248 |
|