ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-095 |
117-065 |
-0-030 |
-0.1% |
116-290 |
| High |
117-150 |
117-095 |
-0-055 |
-0.1% |
117-175 |
| Low |
117-065 |
115-285 |
-1-100 |
-1.1% |
116-210 |
| Close |
117-090 |
116-030 |
-1-060 |
-1.0% |
116-310 |
| Range |
0-085 |
1-130 |
1-045 |
429.4% |
0-285 |
| ATR |
0-156 |
0-177 |
0-021 |
13.4% |
0-000 |
| Volume |
598,549 |
587,672 |
-10,877 |
-1.8% |
3,927,676 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-207 |
119-248 |
116-278 |
|
| R3 |
119-077 |
118-118 |
116-154 |
|
| R2 |
117-267 |
117-267 |
116-112 |
|
| R1 |
116-308 |
116-308 |
116-071 |
116-222 |
| PP |
116-137 |
116-137 |
116-137 |
116-094 |
| S1 |
115-178 |
115-178 |
115-309 |
115-092 |
| S2 |
115-007 |
115-007 |
115-268 |
|
| S3 |
113-197 |
114-048 |
115-226 |
|
| S4 |
112-067 |
112-238 |
115-102 |
|
|
| 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 |
115-285 |
1-210 |
1.4% |
0-204 |
0.5% |
12% |
False |
True |
676,844 |
| 10 |
117-175 |
115-285 |
1-210 |
1.4% |
0-181 |
0.5% |
12% |
False |
True |
732,203 |
| 20 |
117-225 |
115-285 |
1-260 |
1.6% |
0-165 |
0.4% |
11% |
False |
True |
744,651 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-168 |
0.5% |
28% |
False |
False |
397,200 |
| 60 |
117-225 |
113-180 |
4-045 |
3.6% |
0-163 |
0.4% |
61% |
False |
False |
265,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-088 |
|
2.618 |
120-313 |
|
1.618 |
119-183 |
|
1.000 |
118-225 |
|
0.618 |
118-053 |
|
HIGH |
117-095 |
|
0.618 |
116-243 |
|
0.500 |
116-190 |
|
0.382 |
116-137 |
|
LOW |
115-285 |
|
0.618 |
115-007 |
|
1.000 |
114-155 |
|
1.618 |
113-197 |
|
2.618 |
112-067 |
|
4.250 |
109-292 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-190 |
116-218 |
| PP |
116-137 |
116-155 |
| S1 |
116-083 |
116-092 |
|