ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-217 |
116-075 |
-0-142 |
-0.4% |
116-142 |
| High |
116-217 |
116-132 |
-0-085 |
-0.2% |
116-240 |
| Low |
116-120 |
116-070 |
-0-050 |
-0.1% |
116-070 |
| Close |
116-125 |
116-070 |
-0-055 |
-0.1% |
116-070 |
| Range |
0-097 |
0-062 |
-0-035 |
-36.1% |
0-170 |
| ATR |
0-104 |
0-101 |
-0-003 |
-2.9% |
0-000 |
| Volume |
1,391 |
1,919 |
528 |
38.0% |
24,955 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-277 |
116-235 |
116-104 |
|
| R3 |
116-215 |
116-173 |
116-087 |
|
| R2 |
116-153 |
116-153 |
116-081 |
|
| R1 |
116-111 |
116-111 |
116-076 |
116-101 |
| PP |
116-091 |
116-091 |
116-091 |
116-086 |
| S1 |
116-049 |
116-049 |
116-064 |
116-039 |
| S2 |
116-029 |
116-029 |
116-059 |
|
| S3 |
115-287 |
115-307 |
116-053 |
|
| S4 |
115-225 |
115-245 |
116-036 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-317 |
117-203 |
116-164 |
|
| R3 |
117-147 |
117-033 |
116-117 |
|
| R2 |
116-297 |
116-297 |
116-101 |
|
| R1 |
116-183 |
116-183 |
116-086 |
116-155 |
| PP |
116-127 |
116-127 |
116-127 |
116-112 |
| S1 |
116-013 |
116-013 |
116-054 |
115-305 |
| S2 |
115-277 |
115-277 |
116-039 |
|
| S3 |
115-107 |
115-163 |
116-023 |
|
| S4 |
114-257 |
114-313 |
115-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-240 |
116-070 |
0-170 |
0.5% |
0-072 |
0.2% |
0% |
False |
True |
4,991 |
| 10 |
116-272 |
116-017 |
0-255 |
0.7% |
0-077 |
0.2% |
21% |
False |
False |
8,390 |
| 20 |
117-085 |
115-300 |
1-105 |
1.1% |
0-094 |
0.3% |
21% |
False |
False |
201,505 |
| 40 |
117-085 |
115-242 |
1-163 |
1.3% |
0-113 |
0.3% |
31% |
False |
False |
329,766 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-120 |
0.3% |
68% |
False |
False |
327,631 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-126 |
0.3% |
63% |
False |
False |
320,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-076 |
|
2.618 |
116-294 |
|
1.618 |
116-232 |
|
1.000 |
116-194 |
|
0.618 |
116-170 |
|
HIGH |
116-132 |
|
0.618 |
116-108 |
|
0.500 |
116-101 |
|
0.382 |
116-094 |
|
LOW |
116-070 |
|
0.618 |
116-032 |
|
1.000 |
116-008 |
|
1.618 |
115-290 |
|
2.618 |
115-228 |
|
4.250 |
115-126 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-101 |
116-145 |
| PP |
116-091 |
116-120 |
| S1 |
116-080 |
116-095 |
|