ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-260 |
117-015 |
0-075 |
0.2% |
117-065 |
| High |
117-070 |
117-045 |
-0-025 |
-0.1% |
117-225 |
| Low |
116-260 |
116-220 |
-0-040 |
-0.1% |
116-255 |
| Close |
117-020 |
116-280 |
-0-060 |
-0.2% |
117-015 |
| Range |
0-130 |
0-145 |
0-015 |
11.5% |
0-290 |
| ATR |
0-165 |
0-164 |
-0-001 |
-0.9% |
0-000 |
| Volume |
481,252 |
653,375 |
172,123 |
35.8% |
3,831,040 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-083 |
118-007 |
117-040 |
|
| R3 |
117-258 |
117-182 |
117-000 |
|
| R2 |
117-113 |
117-113 |
116-307 |
|
| R1 |
117-037 |
117-037 |
116-293 |
117-002 |
| PP |
116-288 |
116-288 |
116-288 |
116-271 |
| S1 |
116-212 |
116-212 |
116-267 |
116-178 |
| S2 |
116-143 |
116-143 |
116-253 |
|
| S3 |
115-318 |
116-067 |
116-240 |
|
| S4 |
115-173 |
115-242 |
116-200 |
|
|
| 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 |
116-220 |
1-005 |
0.9% |
0-163 |
0.4% |
18% |
False |
True |
742,054 |
| 10 |
117-225 |
116-200 |
1-025 |
0.9% |
0-149 |
0.4% |
23% |
False |
False |
757,098 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-160 |
0.4% |
63% |
False |
False |
426,211 |
| 40 |
117-225 |
114-050 |
3-175 |
3.0% |
0-161 |
0.4% |
77% |
False |
False |
214,469 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-147 |
0.4% |
80% |
False |
False |
142,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-021 |
|
2.618 |
118-105 |
|
1.618 |
117-280 |
|
1.000 |
117-190 |
|
0.618 |
117-135 |
|
HIGH |
117-045 |
|
0.618 |
116-310 |
|
0.500 |
116-292 |
|
0.382 |
116-275 |
|
LOW |
116-220 |
|
0.618 |
116-130 |
|
1.000 |
116-075 |
|
1.618 |
115-305 |
|
2.618 |
115-160 |
|
4.250 |
114-244 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-292 |
116-305 |
| PP |
116-288 |
116-297 |
| S1 |
116-284 |
116-288 |
|