ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-142 |
116-132 |
-0-010 |
0.0% |
116-242 |
| High |
116-170 |
116-240 |
0-070 |
0.2% |
116-272 |
| Low |
116-115 |
116-122 |
0-007 |
0.0% |
116-017 |
| Close |
116-147 |
116-230 |
0-083 |
0.2% |
116-122 |
| Range |
0-055 |
0-118 |
0-063 |
114.5% |
0-255 |
| ATR |
0-109 |
0-110 |
0-001 |
0.6% |
0-000 |
| Volume |
10,763 |
2,797 |
-7,966 |
-74.0% |
58,945 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-231 |
117-189 |
116-295 |
|
| R3 |
117-113 |
117-071 |
116-262 |
|
| R2 |
116-315 |
116-315 |
116-252 |
|
| R1 |
116-273 |
116-273 |
116-241 |
116-294 |
| PP |
116-197 |
116-197 |
116-197 |
116-208 |
| S1 |
116-155 |
116-155 |
116-219 |
116-176 |
| S2 |
116-079 |
116-079 |
116-208 |
|
| S3 |
115-281 |
116-037 |
116-198 |
|
| S4 |
115-163 |
115-239 |
116-165 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-262 |
118-127 |
116-262 |
|
| R3 |
118-007 |
117-192 |
116-192 |
|
| R2 |
117-072 |
117-072 |
116-169 |
|
| R1 |
116-257 |
116-257 |
116-145 |
116-197 |
| PP |
116-137 |
116-137 |
116-137 |
116-107 |
| S1 |
116-002 |
116-002 |
116-099 |
115-262 |
| S2 |
115-202 |
115-202 |
116-075 |
|
| S3 |
114-267 |
115-067 |
116-052 |
|
| S4 |
114-012 |
114-132 |
115-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-255 |
116-017 |
0-238 |
0.6% |
0-093 |
0.2% |
89% |
False |
False |
7,858 |
| 10 |
117-085 |
116-017 |
1-068 |
1.0% |
0-094 |
0.3% |
55% |
False |
False |
17,781 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-108 |
0.3% |
63% |
False |
False |
268,689 |
| 40 |
117-085 |
115-170 |
1-235 |
1.5% |
0-118 |
0.3% |
68% |
False |
False |
353,620 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-125 |
0.3% |
83% |
False |
False |
347,021 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
77% |
False |
False |
320,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-102 |
|
2.618 |
117-229 |
|
1.618 |
117-111 |
|
1.000 |
117-038 |
|
0.618 |
116-313 |
|
HIGH |
116-240 |
|
0.618 |
116-195 |
|
0.500 |
116-181 |
|
0.382 |
116-167 |
|
LOW |
116-122 |
|
0.618 |
116-049 |
|
1.000 |
116-004 |
|
1.618 |
115-251 |
|
2.618 |
115-133 |
|
4.250 |
114-260 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-214 |
116-196 |
| PP |
116-197 |
116-162 |
| S1 |
116-181 |
116-128 |
|