ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-087 |
114-165 |
-0-242 |
-0.7% |
115-097 |
| High |
115-102 |
114-207 |
-0-215 |
-0.6% |
115-220 |
| Low |
114-135 |
114-072 |
-0-063 |
-0.2% |
115-015 |
| Close |
114-182 |
114-127 |
-0-055 |
-0.2% |
115-030 |
| Range |
0-287 |
0-135 |
-0-152 |
-53.0% |
0-205 |
| ATR |
0-113 |
0-115 |
0-002 |
1.4% |
0-000 |
| Volume |
317,874 |
814,547 |
496,673 |
156.2% |
2,115,550 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-220 |
115-149 |
114-201 |
|
| R3 |
115-085 |
115-014 |
114-164 |
|
| R2 |
114-270 |
114-270 |
114-152 |
|
| R1 |
114-199 |
114-199 |
114-139 |
114-167 |
| PP |
114-135 |
114-135 |
114-135 |
114-120 |
| S1 |
114-064 |
114-064 |
114-115 |
114-032 |
| S2 |
114-000 |
114-000 |
114-102 |
|
| S3 |
113-185 |
113-249 |
114-090 |
|
| S4 |
113-050 |
113-114 |
114-053 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-063 |
116-252 |
115-143 |
|
| R3 |
116-178 |
116-047 |
115-086 |
|
| R2 |
115-293 |
115-293 |
115-068 |
|
| R1 |
115-162 |
115-162 |
115-049 |
115-125 |
| PP |
115-088 |
115-088 |
115-088 |
115-070 |
| S1 |
114-277 |
114-277 |
115-011 |
114-240 |
| S2 |
114-203 |
114-203 |
114-312 |
|
| S3 |
113-318 |
114-072 |
114-294 |
|
| S4 |
113-113 |
113-187 |
114-237 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-141 |
|
2.618 |
115-240 |
|
1.618 |
115-105 |
|
1.000 |
115-022 |
|
0.618 |
114-290 |
|
HIGH |
114-207 |
|
0.618 |
114-155 |
|
0.500 |
114-140 |
|
0.382 |
114-124 |
|
LOW |
114-072 |
|
0.618 |
113-309 |
|
1.000 |
113-257 |
|
1.618 |
113-174 |
|
2.618 |
113-039 |
|
4.250 |
112-138 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-140 |
114-271 |
| PP |
114-135 |
114-223 |
| S1 |
114-131 |
114-175 |
|