ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-235 |
115-295 |
0-060 |
0.2% |
116-300 |
| High |
116-015 |
116-025 |
0-010 |
0.0% |
117-150 |
| Low |
115-165 |
115-220 |
0-055 |
0.1% |
115-090 |
| Close |
115-305 |
115-300 |
-0-005 |
0.0% |
115-305 |
| Range |
0-170 |
0-125 |
-0-045 |
-26.5% |
2-060 |
| ATR |
0-183 |
0-179 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,580,377 |
944,486 |
-635,891 |
-40.2% |
5,175,245 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-023 |
116-287 |
116-049 |
|
| R3 |
116-218 |
116-162 |
116-014 |
|
| R2 |
116-093 |
116-093 |
116-003 |
|
| R1 |
116-037 |
116-037 |
115-311 |
116-065 |
| PP |
115-288 |
115-288 |
115-288 |
115-302 |
| S1 |
115-232 |
115-232 |
115-289 |
115-260 |
| S2 |
115-163 |
115-163 |
115-277 |
|
| S3 |
115-038 |
115-107 |
115-266 |
|
| S4 |
114-233 |
114-302 |
115-231 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-255 |
121-180 |
117-050 |
|
| R3 |
120-195 |
119-120 |
116-178 |
|
| R2 |
118-135 |
118-135 |
116-113 |
|
| R1 |
117-060 |
117-060 |
116-049 |
116-228 |
| PP |
116-075 |
116-075 |
116-075 |
115-319 |
| S1 |
115-000 |
115-000 |
115-241 |
114-168 |
| S2 |
114-015 |
114-015 |
115-177 |
|
| S3 |
111-275 |
112-260 |
115-112 |
|
| S4 |
109-215 |
110-200 |
114-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-150 |
115-090 |
2-060 |
1.9% |
0-222 |
0.6% |
30% |
False |
False |
1,077,516 |
| 10 |
117-175 |
115-090 |
2-085 |
2.0% |
0-192 |
0.5% |
29% |
False |
False |
901,430 |
| 20 |
117-225 |
115-090 |
2-135 |
2.1% |
0-173 |
0.5% |
27% |
False |
False |
828,644 |
| 40 |
117-225 |
115-090 |
2-135 |
2.1% |
0-168 |
0.5% |
27% |
False |
False |
501,895 |
| 60 |
117-225 |
113-210 |
4-015 |
3.5% |
0-166 |
0.4% |
56% |
False |
False |
335,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-236 |
|
2.618 |
117-032 |
|
1.618 |
116-227 |
|
1.000 |
116-150 |
|
0.618 |
116-102 |
|
HIGH |
116-025 |
|
0.618 |
115-297 |
|
0.500 |
115-282 |
|
0.382 |
115-268 |
|
LOW |
115-220 |
|
0.618 |
115-143 |
|
1.000 |
115-095 |
|
1.618 |
115-018 |
|
2.618 |
114-213 |
|
4.250 |
114-009 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-294 |
115-277 |
| PP |
115-288 |
115-253 |
| S1 |
115-282 |
115-230 |
|