ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-020 |
115-230 |
-0-110 |
-0.3% |
115-150 |
| High |
116-020 |
115-230 |
-0-110 |
-0.3% |
115-230 |
| Low |
115-300 |
115-160 |
-0-140 |
-0.4% |
115-030 |
| Close |
115-290 |
115-220 |
-0-070 |
-0.2% |
115-120 |
| Range |
0-040 |
0-070 |
0-030 |
75.0% |
0-200 |
| ATR |
0-082 |
0-086 |
0-003 |
4.2% |
0-000 |
| Volume |
252 |
244 |
-8 |
-3.2% |
1,364 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-093 |
116-067 |
115-258 |
|
| R3 |
116-023 |
115-317 |
115-239 |
|
| R2 |
115-273 |
115-273 |
115-233 |
|
| R1 |
115-247 |
115-247 |
115-226 |
115-225 |
| PP |
115-203 |
115-203 |
115-203 |
115-192 |
| S1 |
115-177 |
115-177 |
115-214 |
115-155 |
| S2 |
115-133 |
115-133 |
115-207 |
|
| S3 |
115-063 |
115-107 |
115-201 |
|
| S4 |
114-313 |
115-037 |
115-182 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-087 |
116-303 |
115-230 |
|
| R3 |
116-207 |
116-103 |
115-175 |
|
| R2 |
116-007 |
116-007 |
115-157 |
|
| R1 |
115-223 |
115-223 |
115-138 |
115-175 |
| PP |
115-127 |
115-127 |
115-127 |
115-102 |
| S1 |
115-023 |
115-023 |
115-102 |
114-295 |
| S2 |
114-247 |
114-247 |
115-083 |
|
| S3 |
114-047 |
114-143 |
115-065 |
|
| S4 |
113-167 |
113-263 |
115-010 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-208 |
|
2.618 |
116-093 |
|
1.618 |
116-023 |
|
1.000 |
115-300 |
|
0.618 |
115-273 |
|
HIGH |
115-230 |
|
0.618 |
115-203 |
|
0.500 |
115-195 |
|
0.382 |
115-187 |
|
LOW |
115-160 |
|
0.618 |
115-117 |
|
1.000 |
115-090 |
|
1.618 |
115-047 |
|
2.618 |
114-297 |
|
4.250 |
114-182 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-212 |
115-250 |
| PP |
115-203 |
115-240 |
| S1 |
115-195 |
115-230 |
|