ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
116-260 |
-0-065 |
-0.2% |
117-065 |
| High |
117-015 |
117-070 |
0-055 |
0.1% |
117-225 |
| Low |
116-230 |
116-260 |
0-030 |
0.1% |
116-255 |
| Close |
116-295 |
117-020 |
0-045 |
0.1% |
117-015 |
| Range |
0-105 |
0-130 |
0-025 |
23.8% |
0-290 |
| ATR |
0-168 |
0-165 |
-0-003 |
-1.6% |
0-000 |
| Volume |
962,528 |
481,252 |
-481,276 |
-50.0% |
3,831,040 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-080 |
118-020 |
117-092 |
|
| R3 |
117-270 |
117-210 |
117-056 |
|
| R2 |
117-140 |
117-140 |
117-044 |
|
| R1 |
117-080 |
117-080 |
117-032 |
117-110 |
| PP |
117-010 |
117-010 |
117-010 |
117-025 |
| S1 |
116-270 |
116-270 |
117-008 |
116-300 |
| S2 |
116-200 |
116-200 |
116-316 |
|
| S3 |
116-070 |
116-140 |
116-304 |
|
| S4 |
115-260 |
116-010 |
116-268 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-122 |
117-174 |
|
| R3 |
118-318 |
118-152 |
117-095 |
|
| R2 |
118-028 |
118-028 |
117-068 |
|
| R1 |
117-182 |
117-182 |
117-042 |
117-120 |
| PP |
117-058 |
117-058 |
117-058 |
117-028 |
| S1 |
116-212 |
116-212 |
116-308 |
116-150 |
| S2 |
116-088 |
116-088 |
116-282 |
|
| S3 |
115-118 |
115-242 |
116-255 |
|
| S4 |
114-148 |
114-272 |
116-176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-225 |
116-230 |
0-315 |
0.8% |
0-158 |
0.4% |
35% |
False |
False |
745,459 |
| 10 |
117-225 |
116-150 |
1-075 |
1.1% |
0-150 |
0.4% |
48% |
False |
False |
747,027 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-162 |
0.4% |
71% |
False |
False |
393,674 |
| 40 |
117-225 |
114-050 |
3-175 |
3.0% |
0-161 |
0.4% |
82% |
False |
False |
198,136 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-147 |
0.4% |
85% |
False |
False |
132,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-302 |
|
2.618 |
118-090 |
|
1.618 |
117-280 |
|
1.000 |
117-200 |
|
0.618 |
117-150 |
|
HIGH |
117-070 |
|
0.618 |
117-020 |
|
0.500 |
117-005 |
|
0.382 |
116-310 |
|
LOW |
116-260 |
|
0.618 |
116-180 |
|
1.000 |
116-130 |
|
1.618 |
116-050 |
|
2.618 |
115-240 |
|
4.250 |
115-028 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-015 |
117-055 |
| PP |
117-010 |
117-043 |
| S1 |
117-005 |
117-032 |
|