ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-270 |
116-225 |
-0-045 |
-0.1% |
117-005 |
| High |
116-300 |
117-010 |
0-030 |
0.1% |
117-070 |
| Low |
116-180 |
116-085 |
-0-095 |
-0.3% |
116-085 |
| Close |
116-250 |
116-255 |
0-005 |
0.0% |
116-255 |
| Range |
0-120 |
0-245 |
0-125 |
104.2% |
0-305 |
| ATR |
0-161 |
0-167 |
0-006 |
3.8% |
0-000 |
| Volume |
712,144 |
763,848 |
51,704 |
7.3% |
3,573,147 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-318 |
118-212 |
117-070 |
|
| R3 |
118-073 |
117-287 |
117-002 |
|
| R2 |
117-148 |
117-148 |
116-300 |
|
| R1 |
117-042 |
117-042 |
116-277 |
117-095 |
| PP |
116-223 |
116-223 |
116-223 |
116-250 |
| S1 |
116-117 |
116-117 |
116-233 |
116-170 |
| S2 |
115-298 |
115-298 |
116-210 |
|
| S3 |
115-053 |
115-192 |
116-188 |
|
| S4 |
114-128 |
114-267 |
116-120 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-198 |
119-052 |
117-103 |
|
| R3 |
118-213 |
118-067 |
117-019 |
|
| R2 |
117-228 |
117-228 |
116-311 |
|
| R1 |
117-082 |
117-082 |
116-283 |
117-002 |
| PP |
116-243 |
116-243 |
116-243 |
116-204 |
| S1 |
116-097 |
116-097 |
116-227 |
116-018 |
| S2 |
115-258 |
115-258 |
116-199 |
|
| S3 |
114-273 |
115-112 |
116-171 |
|
| S4 |
113-288 |
114-127 |
116-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-070 |
116-085 |
0-305 |
0.8% |
0-149 |
0.4% |
56% |
False |
True |
714,629 |
| 10 |
117-225 |
116-085 |
1-140 |
1.2% |
0-154 |
0.4% |
37% |
False |
True |
740,418 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-165 |
0.4% |
59% |
False |
False |
499,446 |
| 40 |
117-225 |
115-070 |
2-155 |
2.1% |
0-158 |
0.4% |
64% |
False |
False |
251,351 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-145 |
0.4% |
78% |
False |
False |
167,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-091 |
|
2.618 |
119-011 |
|
1.618 |
118-086 |
|
1.000 |
117-255 |
|
0.618 |
117-161 |
|
HIGH |
117-010 |
|
0.618 |
116-236 |
|
0.500 |
116-208 |
|
0.382 |
116-179 |
|
LOW |
116-085 |
|
0.618 |
115-254 |
|
1.000 |
115-160 |
|
1.618 |
115-009 |
|
2.618 |
114-084 |
|
4.250 |
113-004 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-239 |
116-245 |
| PP |
116-223 |
116-235 |
| S1 |
116-208 |
116-225 |
|