ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
118-270 |
118-290 |
0-020 |
0.1% |
117-060 |
High |
118-305 |
118-310 |
0-005 |
0.0% |
118-305 |
Low |
118-180 |
118-190 |
0-010 |
0.0% |
117-015 |
Close |
118-285 |
118-290 |
0-005 |
0.0% |
118-290 |
Range |
0-125 |
0-120 |
-0-005 |
-4.0% |
1-290 |
ATR |
0-190 |
0-185 |
-0-005 |
-2.6% |
0-000 |
Volume |
157,926 |
61,412 |
-96,514 |
-61.1% |
6,515,388 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-303 |
119-257 |
119-036 |
|
R3 |
119-183 |
119-137 |
119-003 |
|
R2 |
119-063 |
119-063 |
118-312 |
|
R1 |
119-017 |
119-017 |
118-301 |
119-030 |
PP |
118-263 |
118-263 |
118-263 |
118-270 |
S1 |
118-217 |
118-217 |
118-279 |
118-230 |
S2 |
118-143 |
118-143 |
118-268 |
|
S3 |
118-023 |
118-097 |
118-257 |
|
S4 |
117-223 |
117-297 |
118-224 |
|
|
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 |
118-005 |
0-305 |
0.8% |
0-146 |
0.4% |
93% |
True |
False |
722,395 |
10 |
118-310 |
116-285 |
2-025 |
1.7% |
0-173 |
0.5% |
97% |
True |
False |
947,399 |
20 |
118-310 |
116-285 |
2-025 |
1.7% |
0-188 |
0.5% |
97% |
True |
False |
977,967 |
40 |
118-310 |
115-180 |
3-130 |
2.9% |
0-192 |
0.5% |
98% |
True |
False |
928,718 |
60 |
119-200 |
114-285 |
4-235 |
4.0% |
0-202 |
0.5% |
85% |
False |
False |
836,690 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-199 |
0.5% |
72% |
False |
False |
670,613 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-204 |
0.5% |
72% |
False |
False |
536,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-180 |
2.618 |
119-304 |
1.618 |
119-184 |
1.000 |
119-110 |
0.618 |
119-064 |
HIGH |
118-310 |
0.618 |
118-264 |
0.500 |
118-250 |
0.382 |
118-236 |
LOW |
118-190 |
0.618 |
118-116 |
1.000 |
118-070 |
1.618 |
117-316 |
2.618 |
117-196 |
4.250 |
117-000 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
118-277 |
118-275 |
PP |
118-263 |
118-260 |
S1 |
118-250 |
118-245 |
|