ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-095 |
117-215 |
-0-200 |
-0.5% |
118-235 |
| High |
118-100 |
117-280 |
-0-140 |
-0.4% |
118-245 |
| Low |
117-165 |
117-010 |
-0-155 |
-0.4% |
117-160 |
| Close |
117-215 |
117-065 |
-0-150 |
-0.4% |
118-025 |
| Range |
0-255 |
0-270 |
0-015 |
5.9% |
1-085 |
| ATR |
0-205 |
0-210 |
0-005 |
2.3% |
0-000 |
| Volume |
768,421 |
936,955 |
168,534 |
21.9% |
5,663,969 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-127 |
117-214 |
|
| R3 |
119-018 |
118-177 |
117-139 |
|
| R2 |
118-068 |
118-068 |
117-114 |
|
| R1 |
117-227 |
117-227 |
117-090 |
117-172 |
| PP |
117-118 |
117-118 |
117-118 |
117-091 |
| S1 |
116-277 |
116-277 |
117-040 |
116-222 |
| S2 |
116-168 |
116-168 |
117-016 |
|
| S3 |
115-218 |
116-007 |
116-311 |
|
| S4 |
114-268 |
115-057 |
116-236 |
|
|
| 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 |
118-135 |
117-010 |
1-125 |
1.2% |
0-212 |
0.6% |
12% |
False |
True |
945,622 |
| 10 |
118-305 |
117-010 |
1-295 |
1.6% |
0-215 |
0.6% |
9% |
False |
True |
1,041,038 |
| 20 |
118-305 |
117-010 |
1-295 |
1.6% |
0-202 |
0.5% |
9% |
False |
True |
978,066 |
| 40 |
118-305 |
114-285 |
4-020 |
3.5% |
0-202 |
0.5% |
57% |
False |
False |
819,885 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-208 |
0.6% |
41% |
False |
False |
750,193 |
| 80 |
120-150 |
114-285 |
5-185 |
4.8% |
0-207 |
0.6% |
41% |
False |
False |
564,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-148 |
|
2.618 |
120-027 |
|
1.618 |
119-077 |
|
1.000 |
118-230 |
|
0.618 |
118-127 |
|
HIGH |
117-280 |
|
0.618 |
117-177 |
|
0.500 |
117-145 |
|
0.382 |
117-113 |
|
LOW |
117-010 |
|
0.618 |
116-163 |
|
1.000 |
116-060 |
|
1.618 |
115-213 |
|
2.618 |
114-263 |
|
4.250 |
113-142 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-145 |
117-232 |
| PP |
117-118 |
117-177 |
| S1 |
117-092 |
117-121 |
|