ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
118-210 |
118-270 |
0-060 |
0.2% |
117-060 |
High |
118-310 |
118-305 |
-0-005 |
0.0% |
118-305 |
Low |
118-185 |
118-180 |
-0-005 |
0.0% |
117-015 |
Close |
118-280 |
118-285 |
0-005 |
0.0% |
118-290 |
Range |
0-125 |
0-125 |
0-000 |
0.0% |
1-290 |
ATR |
0-195 |
0-190 |
-0-005 |
-2.6% |
0-000 |
Volume |
359,041 |
157,926 |
-201,115 |
-56.0% |
6,515,388 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-312 |
119-263 |
119-034 |
|
R3 |
119-187 |
119-138 |
118-319 |
|
R2 |
119-062 |
119-062 |
118-308 |
|
R1 |
119-013 |
119-013 |
118-296 |
119-038 |
PP |
118-257 |
118-257 |
118-257 |
118-269 |
S1 |
118-208 |
118-208 |
118-274 |
118-232 |
S2 |
118-132 |
118-132 |
118-262 |
|
S3 |
118-007 |
118-083 |
118-251 |
|
S4 |
117-202 |
117-278 |
118-216 |
|
|
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 |
117-275 |
1-035 |
0.9% |
0-153 |
0.4% |
93% |
False |
False |
1,040,573 |
10 |
118-310 |
116-285 |
2-025 |
1.7% |
0-186 |
0.5% |
96% |
False |
False |
1,018,100 |
20 |
118-310 |
116-285 |
2-025 |
1.7% |
0-189 |
0.5% |
96% |
False |
False |
1,012,525 |
40 |
118-310 |
114-310 |
4-000 |
3.4% |
0-195 |
0.5% |
98% |
False |
False |
935,064 |
60 |
119-315 |
114-285 |
5-030 |
4.3% |
0-202 |
0.5% |
79% |
False |
False |
846,241 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-200 |
0.5% |
72% |
False |
False |
669,855 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-203 |
0.5% |
72% |
False |
False |
536,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-196 |
2.618 |
119-312 |
1.618 |
119-187 |
1.000 |
119-110 |
0.618 |
119-062 |
HIGH |
118-305 |
0.618 |
118-257 |
0.500 |
118-242 |
0.382 |
118-228 |
LOW |
118-180 |
0.618 |
118-103 |
1.000 |
118-055 |
1.618 |
117-298 |
2.618 |
117-173 |
4.250 |
116-289 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
118-271 |
118-268 |
PP |
118-257 |
118-250 |
S1 |
118-242 |
118-232 |
|