ECBOT 5 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 |
116-132 |
116-207 |
0-075 |
0.2% |
116-242 |
| High |
116-240 |
116-220 |
-0-020 |
-0.1% |
116-272 |
| Low |
116-122 |
116-190 |
0-068 |
0.2% |
116-017 |
| Close |
116-230 |
116-195 |
-0-035 |
-0.1% |
116-122 |
| Range |
0-118 |
0-030 |
-0-088 |
-74.6% |
0-255 |
| ATR |
0-110 |
0-105 |
-0-005 |
-4.5% |
0-000 |
| Volume |
2,797 |
8,085 |
5,288 |
189.1% |
58,945 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-292 |
116-273 |
116-212 |
|
| R3 |
116-262 |
116-243 |
116-203 |
|
| R2 |
116-232 |
116-232 |
116-200 |
|
| R1 |
116-213 |
116-213 |
116-198 |
116-208 |
| PP |
116-202 |
116-202 |
116-202 |
116-199 |
| S1 |
116-183 |
116-183 |
116-192 |
116-178 |
| S2 |
116-172 |
116-172 |
116-190 |
|
| S3 |
116-142 |
116-153 |
116-187 |
|
| S4 |
116-112 |
116-123 |
116-178 |
|
|
| 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 |
116-240 |
116-017 |
0-223 |
0.6% |
0-080 |
0.2% |
80% |
False |
False |
7,477 |
| 10 |
117-085 |
116-017 |
1-068 |
1.0% |
0-090 |
0.2% |
46% |
False |
False |
14,591 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-101 |
0.3% |
56% |
False |
False |
252,973 |
| 40 |
117-085 |
115-187 |
1-218 |
1.4% |
0-116 |
0.3% |
61% |
False |
False |
345,292 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-123 |
0.3% |
80% |
False |
False |
341,127 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-127 |
0.3% |
74% |
False |
False |
320,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-028 |
|
2.618 |
116-299 |
|
1.618 |
116-269 |
|
1.000 |
116-250 |
|
0.618 |
116-239 |
|
HIGH |
116-220 |
|
0.618 |
116-209 |
|
0.500 |
116-205 |
|
0.382 |
116-201 |
|
LOW |
116-190 |
|
0.618 |
116-171 |
|
1.000 |
116-160 |
|
1.618 |
116-141 |
|
2.618 |
116-111 |
|
4.250 |
116-062 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-205 |
116-189 |
| PP |
116-202 |
116-183 |
| S1 |
116-198 |
116-178 |
|