ECBOT 10 Year T-Note Future September 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 |
115-270 |
116-000 |
0-050 |
0.1% |
114-110 |
| High |
115-270 |
116-000 |
0-050 |
0.1% |
115-270 |
| Low |
115-270 |
116-000 |
0-050 |
0.1% |
114-110 |
| Close |
116-020 |
115-310 |
-0-030 |
-0.1% |
116-020 |
| Range |
|
|
|
|
|
| ATR |
0-101 |
0-095 |
-0-006 |
-5.7% |
0-000 |
| Volume |
31 |
1 |
-30 |
-96.8% |
68 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-317 |
115-313 |
115-310 |
|
| R3 |
115-317 |
115-313 |
115-310 |
|
| R2 |
115-317 |
115-317 |
115-310 |
|
| R1 |
115-313 |
115-313 |
115-310 |
115-315 |
| PP |
115-317 |
115-317 |
115-317 |
115-318 |
| S1 |
115-313 |
115-313 |
115-310 |
115-315 |
| S2 |
115-317 |
115-317 |
115-310 |
|
| S3 |
115-317 |
115-313 |
115-310 |
|
| S4 |
115-317 |
115-313 |
115-310 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-293 |
119-157 |
116-284 |
|
| R3 |
118-133 |
117-317 |
116-152 |
|
| R2 |
116-293 |
116-293 |
116-108 |
|
| R1 |
116-157 |
116-157 |
116-064 |
116-225 |
| PP |
115-133 |
115-133 |
115-133 |
115-168 |
| S1 |
114-317 |
114-317 |
115-296 |
115-065 |
| S2 |
113-293 |
113-293 |
115-252 |
|
| S3 |
112-133 |
113-157 |
115-208 |
|
| S4 |
110-293 |
111-317 |
115-076 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-000 |
|
2.618 |
116-000 |
|
1.618 |
116-000 |
|
1.000 |
116-000 |
|
0.618 |
116-000 |
|
HIGH |
116-000 |
|
0.618 |
116-000 |
|
0.500 |
116-000 |
|
0.382 |
116-000 |
|
LOW |
116-000 |
|
0.618 |
116-000 |
|
1.000 |
116-000 |
|
1.618 |
116-000 |
|
2.618 |
116-000 |
|
4.250 |
116-000 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-000 |
115-298 |
| PP |
115-317 |
115-287 |
| S1 |
115-313 |
115-275 |
|