ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
114-150 |
0-040 |
0.1% |
115-240 |
| High |
114-160 |
114-160 |
0-000 |
0.0% |
115-280 |
| Low |
114-110 |
114-120 |
0-010 |
0.0% |
114-000 |
| Close |
114-160 |
114-160 |
0-000 |
0.0% |
114-160 |
| Range |
0-050 |
0-040 |
-0-010 |
-20.0% |
1-280 |
| ATR |
0-103 |
0-098 |
-0-004 |
-4.4% |
0-000 |
| Volume |
2,629 |
861 |
-1,768 |
-67.2% |
8,147 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-267 |
114-253 |
114-182 |
|
| R3 |
114-227 |
114-213 |
114-171 |
|
| R2 |
114-187 |
114-187 |
114-167 |
|
| R1 |
114-173 |
114-173 |
114-164 |
114-180 |
| PP |
114-147 |
114-147 |
114-147 |
114-150 |
| S1 |
114-133 |
114-133 |
114-156 |
114-140 |
| S2 |
114-107 |
114-107 |
114-153 |
|
| S3 |
114-067 |
114-093 |
114-149 |
|
| S4 |
114-027 |
114-053 |
114-138 |
|
|
| 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 |
115-010 |
|
2.618 |
114-265 |
|
1.618 |
114-225 |
|
1.000 |
114-200 |
|
0.618 |
114-185 |
|
HIGH |
114-160 |
|
0.618 |
114-145 |
|
0.500 |
114-140 |
|
0.382 |
114-135 |
|
LOW |
114-120 |
|
0.618 |
114-095 |
|
1.000 |
114-080 |
|
1.618 |
114-055 |
|
2.618 |
114-015 |
|
4.250 |
113-270 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-153 |
114-150 |
| PP |
114-147 |
114-140 |
| S1 |
114-140 |
114-130 |
|