ECBOT 10 Year T-Note Future June 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 |
117-125 |
117-020 |
-0-105 |
-0.3% |
116-290 |
| High |
117-175 |
117-085 |
-0-090 |
-0.2% |
117-175 |
| Low |
117-005 |
116-245 |
-0-080 |
-0.2% |
116-210 |
| Close |
117-030 |
116-310 |
-0-040 |
-0.1% |
116-310 |
| Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
0-285 |
| ATR |
0-162 |
0-162 |
0-000 |
-0.1% |
0-000 |
| Volume |
644,367 |
821,484 |
177,117 |
27.5% |
3,927,676 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-160 |
118-075 |
117-078 |
|
| R3 |
118-000 |
117-235 |
117-034 |
|
| R2 |
117-160 |
117-160 |
117-019 |
|
| R1 |
117-075 |
117-075 |
117-005 |
117-038 |
| PP |
117-000 |
117-000 |
117-000 |
116-301 |
| S1 |
116-235 |
116-235 |
116-295 |
116-198 |
| S2 |
116-160 |
116-160 |
116-281 |
|
| S3 |
116-000 |
116-075 |
116-266 |
|
| S4 |
115-160 |
115-235 |
116-222 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-233 |
119-077 |
117-147 |
|
| R3 |
118-268 |
118-112 |
117-068 |
|
| R2 |
117-303 |
117-303 |
117-042 |
|
| R1 |
117-147 |
117-147 |
117-016 |
117-225 |
| PP |
117-018 |
117-018 |
117-018 |
117-058 |
| S1 |
116-182 |
116-182 |
116-284 |
116-260 |
| S2 |
116-053 |
116-053 |
116-258 |
|
| S3 |
115-088 |
115-217 |
116-232 |
|
| S4 |
114-123 |
114-252 |
116-153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-175 |
116-210 |
0-285 |
0.8% |
0-151 |
0.4% |
35% |
False |
False |
785,535 |
| 10 |
117-175 |
116-085 |
1-090 |
1.1% |
0-150 |
0.4% |
55% |
False |
False |
750,082 |
| 20 |
117-225 |
115-200 |
2-025 |
1.8% |
0-160 |
0.4% |
65% |
False |
False |
690,055 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-160 |
0.4% |
67% |
False |
False |
349,370 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-154 |
0.4% |
82% |
False |
False |
233,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-125 |
|
2.618 |
118-184 |
|
1.618 |
118-024 |
|
1.000 |
117-245 |
|
0.618 |
117-184 |
|
HIGH |
117-085 |
|
0.618 |
117-024 |
|
0.500 |
117-005 |
|
0.382 |
116-306 |
|
LOW |
116-245 |
|
0.618 |
116-146 |
|
1.000 |
116-085 |
|
1.618 |
115-306 |
|
2.618 |
115-146 |
|
4.250 |
114-205 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-005 |
117-050 |
| PP |
117-000 |
117-030 |
| S1 |
116-315 |
117-010 |
|