ECBOT 10 Year T-Note Future September 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 |
115-050 |
114-200 |
-0-170 |
-0.5% |
115-130 |
| High |
115-050 |
114-200 |
-0-170 |
-0.5% |
116-020 |
| Low |
114-190 |
114-000 |
-0-190 |
-0.5% |
115-130 |
| Close |
114-210 |
114-040 |
-0-170 |
-0.5% |
115-170 |
| Range |
0-180 |
0-200 |
0-020 |
11.1% |
0-210 |
| ATR |
0-097 |
0-105 |
0-008 |
8.3% |
0-000 |
| Volume |
3 |
231 |
228 |
7,600.0% |
1,003 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-040 |
115-240 |
114-150 |
|
| R3 |
115-160 |
115-040 |
114-095 |
|
| R2 |
114-280 |
114-280 |
114-077 |
|
| R1 |
114-160 |
114-160 |
114-058 |
114-120 |
| PP |
114-080 |
114-080 |
114-080 |
114-060 |
| S1 |
113-280 |
113-280 |
114-022 |
113-240 |
| S2 |
113-200 |
113-200 |
114-003 |
|
| S3 |
113-000 |
113-080 |
113-305 |
|
| S4 |
112-120 |
112-200 |
113-250 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-203 |
117-077 |
115-286 |
|
| R3 |
116-313 |
116-187 |
115-228 |
|
| R2 |
116-103 |
116-103 |
115-208 |
|
| R1 |
115-297 |
115-297 |
115-189 |
116-040 |
| PP |
115-213 |
115-213 |
115-213 |
115-245 |
| S1 |
115-087 |
115-087 |
115-151 |
115-150 |
| S2 |
115-003 |
115-003 |
115-132 |
|
| S3 |
114-113 |
114-197 |
115-112 |
|
| S4 |
113-223 |
113-307 |
115-054 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-090 |
|
2.618 |
116-084 |
|
1.618 |
115-204 |
|
1.000 |
115-080 |
|
0.618 |
115-004 |
|
HIGH |
114-200 |
|
0.618 |
114-124 |
|
0.500 |
114-100 |
|
0.382 |
114-076 |
|
LOW |
114-000 |
|
0.618 |
113-196 |
|
1.000 |
113-120 |
|
1.618 |
112-316 |
|
2.618 |
112-116 |
|
4.250 |
111-110 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-100 |
114-300 |
| PP |
114-080 |
114-213 |
| S1 |
114-060 |
114-127 |
|