ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
117-060 |
118-025 |
0-285 |
0.8% |
118-025 |
High |
118-055 |
118-110 |
0-055 |
0.1% |
118-135 |
Low |
117-040 |
117-275 |
0-235 |
0.6% |
116-285 |
Close |
118-015 |
118-025 |
0-010 |
0.0% |
117-060 |
Range |
1-015 |
0-155 |
-0-180 |
-53.7% |
1-170 |
ATR |
0-207 |
0-203 |
-0-004 |
-1.8% |
0-000 |
Volume |
791,221 |
1,652,302 |
861,081 |
108.8% |
4,033,580 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-175 |
119-095 |
118-110 |
|
R3 |
119-020 |
118-260 |
118-068 |
|
R2 |
118-185 |
118-185 |
118-053 |
|
R1 |
118-105 |
118-105 |
118-039 |
118-102 |
PP |
118-030 |
118-030 |
118-030 |
118-029 |
S1 |
117-270 |
117-270 |
118-011 |
117-268 |
S2 |
117-195 |
117-195 |
117-317 |
|
S3 |
117-040 |
117-115 |
117-302 |
|
S4 |
116-205 |
116-280 |
117-260 |
|
|
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 |
118-110 |
116-285 |
1-145 |
1.2% |
0-200 |
0.5% |
82% |
True |
False |
1,172,402 |
10 |
118-145 |
116-285 |
1-180 |
1.3% |
0-201 |
0.5% |
76% |
False |
False |
1,083,706 |
20 |
118-305 |
116-285 |
2-020 |
1.7% |
0-206 |
0.5% |
58% |
False |
False |
1,046,505 |
40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-197 |
0.5% |
78% |
False |
False |
879,186 |
60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-209 |
0.6% |
57% |
False |
False |
824,752 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
57% |
False |
False |
625,711 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-205 |
0.5% |
57% |
False |
False |
500,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-129 |
2.618 |
119-196 |
1.618 |
119-041 |
1.000 |
118-265 |
0.618 |
118-206 |
HIGH |
118-110 |
0.618 |
118-051 |
0.500 |
118-032 |
0.382 |
118-014 |
LOW |
117-275 |
0.618 |
117-179 |
1.000 |
117-120 |
1.618 |
117-024 |
2.618 |
116-189 |
4.250 |
115-256 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
118-032 |
117-304 |
PP |
118-030 |
117-263 |
S1 |
118-028 |
117-222 |
|