ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-285 |
115-315 |
0-030 |
0.1% |
116-300 |
| High |
116-010 |
116-120 |
0-110 |
0.3% |
117-150 |
| Low |
115-200 |
115-285 |
0-085 |
0.2% |
115-090 |
| Close |
115-300 |
116-080 |
0-100 |
0.3% |
115-305 |
| Range |
0-130 |
0-155 |
0-025 |
19.2% |
2-060 |
| ATR |
0-176 |
0-174 |
-0-001 |
-0.8% |
0-000 |
| Volume |
693,670 |
783,510 |
89,840 |
13.0% |
5,175,245 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-200 |
117-135 |
116-165 |
|
| R3 |
117-045 |
116-300 |
116-123 |
|
| R2 |
116-210 |
116-210 |
116-108 |
|
| R1 |
116-145 |
116-145 |
116-094 |
116-178 |
| PP |
116-055 |
116-055 |
116-055 |
116-071 |
| S1 |
115-310 |
115-310 |
116-066 |
116-022 |
| S2 |
115-220 |
115-220 |
116-052 |
|
| S3 |
115-065 |
115-155 |
116-037 |
|
| S4 |
114-230 |
115-000 |
115-315 |
|
|
| 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 |
116-120 |
115-090 |
1-030 |
0.9% |
0-172 |
0.5% |
89% |
True |
False |
1,135,708 |
| 10 |
117-175 |
115-090 |
2-085 |
1.9% |
0-188 |
0.5% |
43% |
False |
False |
906,276 |
| 20 |
117-225 |
115-090 |
2-135 |
2.1% |
0-174 |
0.5% |
40% |
False |
False |
835,542 |
| 40 |
117-225 |
115-090 |
2-135 |
2.1% |
0-170 |
0.5% |
40% |
False |
False |
538,740 |
| 60 |
117-225 |
114-000 |
3-225 |
3.2% |
0-164 |
0.4% |
61% |
False |
False |
359,660 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-150 |
0.4% |
65% |
False |
False |
269,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-139 |
|
2.618 |
117-206 |
|
1.618 |
117-051 |
|
1.000 |
116-275 |
|
0.618 |
116-216 |
|
HIGH |
116-120 |
|
0.618 |
116-061 |
|
0.500 |
116-042 |
|
0.382 |
116-024 |
|
LOW |
115-285 |
|
0.618 |
115-189 |
|
1.000 |
115-130 |
|
1.618 |
115-034 |
|
2.618 |
114-199 |
|
4.250 |
113-266 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-068 |
116-053 |
| PP |
116-055 |
116-027 |
| S1 |
116-042 |
116-000 |
|