ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
118-030 |
118-190 |
0-160 |
0.4% |
117-060 |
High |
118-215 |
118-305 |
0-090 |
0.2% |
118-305 |
Low |
118-005 |
118-155 |
0-150 |
0.4% |
117-015 |
Close |
118-180 |
118-290 |
0-110 |
0.3% |
118-290 |
Range |
0-210 |
0-150 |
-0-060 |
-28.6% |
1-290 |
ATR |
0-204 |
0-200 |
-0-004 |
-1.9% |
0-000 |
Volume |
1,610,296 |
1,423,304 |
-186,992 |
-11.6% |
6,515,388 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-060 |
120-005 |
119-052 |
|
R3 |
119-230 |
119-175 |
119-011 |
|
R2 |
119-080 |
119-080 |
118-318 |
|
R1 |
119-025 |
119-025 |
118-304 |
119-052 |
PP |
118-250 |
118-250 |
118-250 |
118-264 |
S1 |
118-195 |
118-195 |
118-276 |
118-222 |
S2 |
118-100 |
118-100 |
118-262 |
|
S3 |
117-270 |
118-045 |
118-249 |
|
S4 |
117-120 |
117-215 |
118-208 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-007 |
123-118 |
119-306 |
|
R3 |
122-037 |
121-148 |
119-138 |
|
R2 |
120-067 |
120-067 |
119-082 |
|
R1 |
119-178 |
119-178 |
119-026 |
119-282 |
PP |
118-097 |
118-097 |
118-097 |
118-149 |
S1 |
117-208 |
117-208 |
118-234 |
117-312 |
S2 |
116-127 |
116-127 |
118-178 |
|
S3 |
114-157 |
115-238 |
118-122 |
|
S4 |
112-187 |
113-268 |
117-274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-305 |
117-015 |
1-290 |
1.6% |
0-186 |
0.5% |
98% |
True |
False |
1,303,077 |
10 |
118-305 |
116-285 |
2-020 |
1.7% |
0-198 |
0.5% |
98% |
True |
False |
1,158,634 |
20 |
118-305 |
116-285 |
2-020 |
1.7% |
0-203 |
0.5% |
98% |
True |
False |
1,106,474 |
40 |
118-305 |
114-285 |
4-020 |
3.4% |
0-198 |
0.5% |
99% |
True |
False |
940,199 |
60 |
120-150 |
114-285 |
5-185 |
4.7% |
0-207 |
0.5% |
72% |
False |
False |
859,851 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-202 |
0.5% |
72% |
False |
False |
663,569 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
72% |
False |
False |
531,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-302 |
2.618 |
120-058 |
1.618 |
119-228 |
1.000 |
119-135 |
0.618 |
119-078 |
HIGH |
118-305 |
0.618 |
118-248 |
0.500 |
118-230 |
0.382 |
118-212 |
LOW |
118-155 |
0.618 |
118-062 |
1.000 |
118-005 |
1.618 |
117-232 |
2.618 |
117-082 |
4.250 |
116-158 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
118-270 |
118-237 |
PP |
118-250 |
118-183 |
S1 |
118-230 |
118-130 |
|