ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-115 |
117-125 |
0-010 |
0.0% |
117-005 |
| High |
117-160 |
117-175 |
0-015 |
0.0% |
117-070 |
| Low |
117-065 |
117-005 |
-0-060 |
-0.2% |
116-085 |
| Close |
117-115 |
117-030 |
-0-085 |
-0.2% |
116-255 |
| Range |
0-095 |
0-170 |
0-075 |
78.9% |
0-305 |
| ATR |
0-162 |
0-162 |
0-001 |
0.4% |
0-000 |
| Volume |
826,151 |
644,367 |
-181,784 |
-22.0% |
3,573,147 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-260 |
118-155 |
117-124 |
|
| R3 |
118-090 |
117-305 |
117-077 |
|
| R2 |
117-240 |
117-240 |
117-061 |
|
| R1 |
117-135 |
117-135 |
117-046 |
117-102 |
| PP |
117-070 |
117-070 |
117-070 |
117-054 |
| S1 |
116-285 |
116-285 |
117-014 |
116-252 |
| S2 |
116-220 |
116-220 |
116-319 |
|
| S3 |
116-050 |
116-115 |
116-303 |
|
| S4 |
115-200 |
115-265 |
116-256 |
|
|
| 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 |
117-175 |
116-085 |
1-090 |
1.1% |
0-168 |
0.4% |
65% |
True |
False |
774,008 |
| 10 |
117-200 |
116-085 |
1-115 |
1.2% |
0-160 |
0.4% |
61% |
False |
False |
756,379 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-159 |
0.4% |
73% |
False |
False |
651,662 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-158 |
0.4% |
73% |
False |
False |
328,931 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-152 |
0.4% |
85% |
False |
False |
219,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-258 |
|
2.618 |
118-300 |
|
1.618 |
118-130 |
|
1.000 |
118-025 |
|
0.618 |
117-280 |
|
HIGH |
117-175 |
|
0.618 |
117-110 |
|
0.500 |
117-090 |
|
0.382 |
117-070 |
|
LOW |
117-005 |
|
0.618 |
116-220 |
|
1.000 |
116-155 |
|
1.618 |
116-050 |
|
2.618 |
115-200 |
|
4.250 |
114-242 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-090 |
117-048 |
| PP |
117-070 |
117-042 |
| S1 |
117-050 |
117-036 |
|