ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
118-190 |
118-210 |
0-020 |
0.1% |
117-060 |
High |
118-305 |
118-310 |
0-005 |
0.0% |
118-305 |
Low |
118-155 |
118-185 |
0-030 |
0.1% |
117-015 |
Close |
118-290 |
118-280 |
-0-010 |
0.0% |
118-290 |
Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
1-290 |
ATR |
0-200 |
0-195 |
-0-005 |
-2.7% |
0-000 |
Volume |
1,423,304 |
359,041 |
-1,064,263 |
-74.8% |
6,515,388 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-313 |
119-262 |
119-029 |
|
R3 |
119-188 |
119-137 |
118-314 |
|
R2 |
119-063 |
119-063 |
118-303 |
|
R1 |
119-012 |
119-012 |
118-291 |
119-038 |
PP |
118-258 |
118-258 |
118-258 |
118-271 |
S1 |
118-207 |
118-207 |
118-269 |
118-232 |
S2 |
118-133 |
118-133 |
118-257 |
|
S3 |
118-008 |
118-082 |
118-246 |
|
S4 |
117-203 |
117-277 |
118-211 |
|
|
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 |
118-310 |
117-040 |
1-270 |
1.6% |
0-195 |
0.5% |
95% |
True |
False |
1,167,232 |
10 |
118-310 |
116-285 |
2-025 |
1.7% |
0-194 |
0.5% |
95% |
True |
False |
1,090,800 |
20 |
118-310 |
116-285 |
2-025 |
1.7% |
0-192 |
0.5% |
95% |
True |
False |
1,065,216 |
40 |
118-310 |
114-285 |
4-025 |
3.4% |
0-199 |
0.5% |
98% |
True |
False |
940,168 |
60 |
120-000 |
114-285 |
5-035 |
4.3% |
0-202 |
0.5% |
78% |
False |
False |
852,557 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-200 |
0.5% |
71% |
False |
False |
668,008 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-203 |
0.5% |
71% |
False |
False |
534,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-201 |
2.618 |
119-317 |
1.618 |
119-192 |
1.000 |
119-115 |
0.618 |
119-067 |
HIGH |
118-310 |
0.618 |
118-262 |
0.500 |
118-248 |
0.382 |
118-233 |
LOW |
118-185 |
0.618 |
118-108 |
1.000 |
118-060 |
1.618 |
117-303 |
2.618 |
117-178 |
4.250 |
116-294 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
118-269 |
118-239 |
PP |
118-258 |
118-198 |
S1 |
118-248 |
118-158 |
|