ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
118-025 |
0-090 |
0.2% |
118-235 |
| High |
118-080 |
118-135 |
0-055 |
0.1% |
118-245 |
| Low |
117-240 |
117-255 |
0-015 |
0.0% |
117-160 |
| Close |
118-025 |
118-100 |
0-075 |
0.2% |
118-025 |
| Range |
0-160 |
0-200 |
0-040 |
25.0% |
1-085 |
| ATR |
0-202 |
0-201 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,037,379 |
884,934 |
-152,445 |
-14.7% |
5,663,969 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-017 |
119-258 |
118-210 |
|
| R3 |
119-137 |
119-058 |
118-155 |
|
| R2 |
118-257 |
118-257 |
118-137 |
|
| R1 |
118-178 |
118-178 |
118-118 |
118-218 |
| PP |
118-057 |
118-057 |
118-057 |
118-076 |
| S1 |
117-298 |
117-298 |
118-082 |
118-018 |
| S2 |
117-177 |
117-177 |
118-063 |
|
| S3 |
116-297 |
117-098 |
118-045 |
|
| S4 |
116-097 |
116-218 |
117-310 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-292 |
121-083 |
118-248 |
|
| R3 |
120-207 |
119-318 |
118-136 |
|
| R2 |
119-122 |
119-122 |
118-099 |
|
| R1 |
118-233 |
118-233 |
118-062 |
118-135 |
| PP |
118-037 |
118-037 |
118-037 |
117-308 |
| S1 |
117-148 |
117-148 |
117-308 |
117-050 |
| S2 |
116-272 |
116-272 |
117-271 |
|
| S3 |
115-187 |
116-063 |
117-234 |
|
| S4 |
114-102 |
114-298 |
117-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-235 |
117-160 |
1-075 |
1.0% |
0-190 |
0.5% |
66% |
False |
False |
976,895 |
| 10 |
118-305 |
117-160 |
1-145 |
1.2% |
0-191 |
0.5% |
56% |
False |
False |
1,006,951 |
| 20 |
118-305 |
116-300 |
2-005 |
1.7% |
0-193 |
0.5% |
68% |
False |
False |
982,511 |
| 40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-199 |
0.5% |
84% |
False |
False |
808,490 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-205 |
0.5% |
61% |
False |
False |
722,567 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-207 |
0.5% |
61% |
False |
False |
542,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-025 |
|
2.618 |
120-019 |
|
1.618 |
119-139 |
|
1.000 |
119-015 |
|
0.618 |
118-259 |
|
HIGH |
118-135 |
|
0.618 |
118-059 |
|
0.500 |
118-035 |
|
0.382 |
118-011 |
|
LOW |
117-255 |
|
0.618 |
117-131 |
|
1.000 |
117-055 |
|
1.618 |
116-251 |
|
2.618 |
116-051 |
|
4.250 |
115-045 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-078 |
118-062 |
| PP |
118-057 |
118-025 |
| S1 |
118-035 |
117-308 |
|