ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-020 |
116-300 |
-0-040 |
-0.1% |
116-290 |
| High |
117-085 |
117-115 |
0-030 |
0.1% |
117-175 |
| Low |
116-245 |
116-280 |
0-035 |
0.1% |
116-210 |
| Close |
116-310 |
117-090 |
0-100 |
0.3% |
116-310 |
| Range |
0-160 |
0-155 |
-0-005 |
-3.1% |
0-285 |
| ATR |
0-162 |
0-162 |
-0-001 |
-0.3% |
0-000 |
| Volume |
821,484 |
732,150 |
-89,334 |
-10.9% |
3,927,676 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-200 |
118-140 |
117-175 |
|
| R3 |
118-045 |
117-305 |
117-133 |
|
| R2 |
117-210 |
117-210 |
117-118 |
|
| R1 |
117-150 |
117-150 |
117-104 |
117-180 |
| PP |
117-055 |
117-055 |
117-055 |
117-070 |
| S1 |
116-315 |
116-315 |
117-076 |
117-025 |
| S2 |
116-220 |
116-220 |
117-062 |
|
| S3 |
116-065 |
116-160 |
117-047 |
|
| S4 |
115-230 |
116-005 |
117-005 |
|
|
| 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 |
116-240 |
0-255 |
0.7% |
0-161 |
0.4% |
67% |
False |
False |
725,344 |
| 10 |
117-175 |
116-085 |
1-090 |
1.1% |
0-155 |
0.4% |
79% |
False |
False |
727,044 |
| 20 |
117-225 |
115-230 |
1-315 |
1.7% |
0-163 |
0.4% |
79% |
False |
False |
723,325 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-162 |
0.4% |
81% |
False |
False |
367,632 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-156 |
0.4% |
90% |
False |
False |
245,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-134 |
|
2.618 |
118-201 |
|
1.618 |
118-046 |
|
1.000 |
117-270 |
|
0.618 |
117-211 |
|
HIGH |
117-115 |
|
0.618 |
117-056 |
|
0.500 |
117-038 |
|
0.382 |
117-019 |
|
LOW |
116-280 |
|
0.618 |
116-184 |
|
1.000 |
116-125 |
|
1.618 |
116-029 |
|
2.618 |
115-194 |
|
4.250 |
114-261 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-072 |
117-077 |
| PP |
117-055 |
117-063 |
| S1 |
117-038 |
117-050 |
|