ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
114-200 |
114-140 |
-0-060 |
-0.2% |
115-240 |
| High |
114-200 |
114-170 |
-0-030 |
-0.1% |
115-280 |
| Low |
114-000 |
114-090 |
0-090 |
0.2% |
114-000 |
| Close |
114-040 |
114-160 |
0-120 |
0.3% |
114-160 |
| Range |
0-200 |
0-080 |
-0-120 |
-60.0% |
1-280 |
| ATR |
0-105 |
0-107 |
0-002 |
1.7% |
0-000 |
| Volume |
231 |
7,682 |
7,451 |
3,225.5% |
8,147 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-060 |
115-030 |
114-204 |
|
| R3 |
114-300 |
114-270 |
114-182 |
|
| R2 |
114-220 |
114-220 |
114-175 |
|
| R1 |
114-190 |
114-190 |
114-167 |
114-205 |
| PP |
114-140 |
114-140 |
114-140 |
114-148 |
| S1 |
114-110 |
114-110 |
114-153 |
114-125 |
| S2 |
114-060 |
114-060 |
114-145 |
|
| S3 |
113-300 |
114-030 |
114-138 |
|
| S4 |
113-220 |
113-270 |
114-116 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-133 |
119-107 |
115-170 |
|
| R3 |
118-173 |
117-147 |
115-005 |
|
| R2 |
116-213 |
116-213 |
114-270 |
|
| R1 |
115-187 |
115-187 |
114-215 |
115-060 |
| PP |
114-253 |
114-253 |
114-253 |
114-190 |
| S1 |
113-227 |
113-227 |
114-105 |
113-100 |
| S2 |
112-293 |
112-293 |
114-050 |
|
| S3 |
111-013 |
111-267 |
113-315 |
|
| S4 |
109-053 |
109-307 |
113-150 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-190 |
|
2.618 |
115-059 |
|
1.618 |
114-299 |
|
1.000 |
114-250 |
|
0.618 |
114-219 |
|
HIGH |
114-170 |
|
0.618 |
114-139 |
|
0.500 |
114-130 |
|
0.382 |
114-121 |
|
LOW |
114-090 |
|
0.618 |
114-041 |
|
1.000 |
114-010 |
|
1.618 |
113-281 |
|
2.618 |
113-201 |
|
4.250 |
113-070 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-150 |
114-185 |
| PP |
114-140 |
114-177 |
| S1 |
114-130 |
114-168 |
|