ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-230 |
115-150 |
-0-080 |
-0.2% |
116-000 |
| High |
115-230 |
115-150 |
-0-080 |
-0.2% |
116-020 |
| Low |
115-180 |
115-150 |
-0-030 |
-0.1% |
115-150 |
| Close |
115-210 |
115-150 |
-0-060 |
-0.2% |
115-190 |
| Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-190 |
| ATR |
0-088 |
0-086 |
-0-002 |
-2.3% |
0-000 |
| Volume |
27 |
1,259 |
1,232 |
4,563.0% |
7 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-150 |
115-150 |
115-150 |
|
| R3 |
115-150 |
115-150 |
115-150 |
|
| R2 |
115-150 |
115-150 |
115-150 |
|
| R1 |
115-150 |
115-150 |
115-150 |
115-150 |
| PP |
115-150 |
115-150 |
115-150 |
115-150 |
| S1 |
115-150 |
115-150 |
115-150 |
115-150 |
| S2 |
115-150 |
115-150 |
115-150 |
|
| S3 |
115-150 |
115-150 |
115-150 |
|
| S4 |
115-150 |
115-150 |
115-150 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-157 |
117-043 |
115-294 |
|
| R3 |
116-287 |
116-173 |
115-242 |
|
| R2 |
116-097 |
116-097 |
115-225 |
|
| R1 |
115-303 |
115-303 |
115-207 |
115-265 |
| PP |
115-227 |
115-227 |
115-227 |
115-208 |
| S1 |
115-113 |
115-113 |
115-173 |
115-075 |
| S2 |
115-037 |
115-037 |
115-155 |
|
| S3 |
114-167 |
114-243 |
115-138 |
|
| S4 |
113-297 |
114-053 |
115-086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-150 |
|
2.618 |
115-150 |
|
1.618 |
115-150 |
|
1.000 |
115-150 |
|
0.618 |
115-150 |
|
HIGH |
115-150 |
|
0.618 |
115-150 |
|
0.500 |
115-150 |
|
0.382 |
115-150 |
|
LOW |
115-150 |
|
0.618 |
115-150 |
|
1.000 |
115-150 |
|
1.618 |
115-150 |
|
2.618 |
115-150 |
|
4.250 |
115-150 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-150 |
115-190 |
| PP |
115-150 |
115-177 |
| S1 |
115-150 |
115-163 |
|