ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-060 |
117-060 |
0-000 |
0.0% |
118-025 |
| High |
117-095 |
118-055 |
0-280 |
0.7% |
118-135 |
| Low |
117-015 |
117-040 |
0-025 |
0.1% |
116-285 |
| Close |
117-060 |
118-015 |
0-275 |
0.7% |
117-060 |
| Range |
0-080 |
1-015 |
0-255 |
318.8% |
1-170 |
| ATR |
0-197 |
0-207 |
0-010 |
5.0% |
0-000 |
| Volume |
1,038,265 |
791,221 |
-247,044 |
-23.8% |
4,033,580 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-295 |
120-170 |
118-199 |
|
| R3 |
119-280 |
119-155 |
118-107 |
|
| R2 |
118-265 |
118-265 |
118-076 |
|
| R1 |
118-140 |
118-140 |
118-046 |
118-202 |
| PP |
117-250 |
117-250 |
117-250 |
117-281 |
| S1 |
117-125 |
117-125 |
117-304 |
117-188 |
| S2 |
116-235 |
116-235 |
117-274 |
|
| S3 |
115-220 |
116-110 |
117-243 |
|
| S4 |
114-205 |
115-095 |
117-151 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-030 |
121-055 |
118-010 |
|
| R3 |
120-180 |
119-205 |
117-195 |
|
| R2 |
119-010 |
119-010 |
117-150 |
|
| R1 |
118-035 |
118-035 |
117-105 |
117-258 |
| PP |
117-160 |
117-160 |
117-160 |
117-111 |
| S1 |
116-185 |
116-185 |
117-015 |
116-088 |
| S2 |
115-310 |
115-310 |
116-290 |
|
| S3 |
114-140 |
115-015 |
116-245 |
|
| S4 |
112-290 |
113-165 |
116-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-100 |
116-285 |
1-135 |
1.2% |
0-220 |
0.6% |
81% |
False |
False |
995,626 |
| 10 |
118-235 |
116-285 |
1-270 |
1.6% |
0-205 |
0.5% |
63% |
False |
False |
986,261 |
| 20 |
118-305 |
116-285 |
2-020 |
1.7% |
0-208 |
0.5% |
56% |
False |
False |
993,059 |
| 40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-199 |
0.5% |
78% |
False |
False |
852,436 |
| 60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-210 |
0.6% |
57% |
False |
False |
801,310 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-205 |
0.5% |
57% |
False |
False |
605,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-199 |
|
2.618 |
120-292 |
|
1.618 |
119-277 |
|
1.000 |
119-070 |
|
0.618 |
118-262 |
|
HIGH |
118-055 |
|
0.618 |
117-247 |
|
0.500 |
117-208 |
|
0.382 |
117-168 |
|
LOW |
117-040 |
|
0.618 |
116-153 |
|
1.000 |
116-025 |
|
1.618 |
115-138 |
|
2.618 |
114-123 |
|
4.250 |
112-216 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-292 |
117-280 |
| PP |
117-250 |
117-225 |
| S1 |
117-208 |
117-170 |
|