ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-220 |
115-250 |
0-030 |
0.1% |
114-260 |
| High |
115-310 |
115-312 |
0-002 |
0.0% |
116-020 |
| Low |
115-200 |
115-230 |
0-030 |
0.1% |
114-250 |
| Close |
115-300 |
115-295 |
-0-005 |
0.0% |
115-300 |
| Range |
0-110 |
0-082 |
-0-028 |
-25.5% |
1-090 |
| ATR |
0-101 |
0-100 |
-0-001 |
-1.4% |
0-000 |
| Volume |
455,009 |
413,352 |
-41,657 |
-9.2% |
1,519,572 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-205 |
116-172 |
116-020 |
|
| R3 |
116-123 |
116-090 |
115-318 |
|
| R2 |
116-041 |
116-041 |
115-310 |
|
| R1 |
116-008 |
116-008 |
115-303 |
116-024 |
| PP |
115-279 |
115-279 |
115-279 |
115-287 |
| S1 |
115-246 |
115-246 |
115-287 |
115-262 |
| S2 |
115-197 |
115-197 |
115-280 |
|
| S3 |
115-115 |
115-164 |
115-272 |
|
| S4 |
115-033 |
115-082 |
115-250 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
118-310 |
116-206 |
|
| R3 |
118-050 |
117-220 |
116-093 |
|
| R2 |
116-280 |
116-280 |
116-055 |
|
| R1 |
116-130 |
116-130 |
116-018 |
116-205 |
| PP |
115-190 |
115-190 |
115-190 |
115-228 |
| S1 |
115-040 |
115-040 |
115-262 |
115-115 |
| S2 |
114-100 |
114-100 |
115-225 |
|
| S3 |
113-010 |
113-270 |
115-187 |
|
| S4 |
111-240 |
112-180 |
115-074 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-020 |
|
2.618 |
116-207 |
|
1.618 |
116-125 |
|
1.000 |
116-074 |
|
0.618 |
116-043 |
|
HIGH |
115-312 |
|
0.618 |
115-281 |
|
0.500 |
115-271 |
|
0.382 |
115-261 |
|
LOW |
115-230 |
|
0.618 |
115-179 |
|
1.000 |
115-148 |
|
1.618 |
115-097 |
|
2.618 |
115-015 |
|
4.250 |
114-202 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-287 |
115-272 |
| PP |
115-279 |
115-248 |
| S1 |
115-271 |
115-225 |
|