ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
118-025 |
118-030 |
0-005 |
0.0% |
118-025 |
High |
118-110 |
118-215 |
0-105 |
0.3% |
118-135 |
Low |
117-275 |
118-005 |
0-050 |
0.1% |
116-285 |
Close |
118-025 |
118-180 |
0-155 |
0.4% |
117-060 |
Range |
0-155 |
0-210 |
0-055 |
35.5% |
1-170 |
ATR |
0-203 |
0-204 |
0-000 |
0.2% |
0-000 |
Volume |
1,652,302 |
1,610,296 |
-42,006 |
-2.5% |
4,033,580 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-123 |
120-042 |
118-296 |
|
R3 |
119-233 |
119-152 |
118-238 |
|
R2 |
119-023 |
119-023 |
118-218 |
|
R1 |
118-262 |
118-262 |
118-199 |
118-302 |
PP |
118-133 |
118-133 |
118-133 |
118-154 |
S1 |
118-052 |
118-052 |
118-161 |
118-092 |
S2 |
117-243 |
117-243 |
118-142 |
|
S3 |
117-033 |
117-162 |
118-122 |
|
S4 |
116-143 |
116-272 |
118-064 |
|
|
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 |
118-215 |
116-285 |
1-250 |
1.5% |
0-188 |
0.5% |
94% |
True |
False |
1,307,070 |
10 |
118-215 |
116-285 |
1-250 |
1.5% |
0-200 |
0.5% |
94% |
True |
False |
1,126,346 |
20 |
118-305 |
116-285 |
2-020 |
1.7% |
0-206 |
0.5% |
81% |
False |
False |
1,088,736 |
40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-198 |
0.5% |
90% |
False |
False |
910,907 |
60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-208 |
0.5% |
66% |
False |
False |
843,860 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
66% |
False |
False |
645,818 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-206 |
0.5% |
66% |
False |
False |
516,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-148 |
2.618 |
120-125 |
1.618 |
119-235 |
1.000 |
119-105 |
0.618 |
119-025 |
HIGH |
118-215 |
0.618 |
118-135 |
0.500 |
118-110 |
0.382 |
118-085 |
LOW |
118-005 |
0.618 |
117-195 |
1.000 |
117-115 |
1.618 |
116-305 |
2.618 |
116-095 |
4.250 |
115-072 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
118-157 |
118-109 |
PP |
118-133 |
118-038 |
S1 |
118-110 |
117-288 |
|