ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
118-290 |
118-305 |
0-015 |
0.0% |
117-060 |
High |
118-310 |
119-055 |
0-065 |
0.2% |
118-305 |
Low |
118-190 |
118-215 |
0-025 |
0.1% |
117-015 |
Close |
118-290 |
118-310 |
0-020 |
0.1% |
118-290 |
Range |
0-120 |
0-160 |
0-040 |
33.3% |
1-290 |
ATR |
0-185 |
0-183 |
-0-002 |
-1.0% |
0-000 |
Volume |
61,412 |
61,013 |
-399 |
-0.6% |
6,515,388 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-140 |
120-065 |
119-078 |
|
R3 |
119-300 |
119-225 |
119-034 |
|
R2 |
119-140 |
119-140 |
119-019 |
|
R1 |
119-065 |
119-065 |
119-005 |
119-102 |
PP |
118-300 |
118-300 |
118-300 |
118-319 |
S1 |
118-225 |
118-225 |
118-295 |
118-262 |
S2 |
118-140 |
118-140 |
118-281 |
|
S3 |
117-300 |
118-065 |
118-266 |
|
S4 |
117-140 |
117-225 |
118-222 |
|
|
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 |
119-055 |
118-155 |
0-220 |
0.6% |
0-136 |
0.4% |
70% |
True |
False |
412,539 |
10 |
119-055 |
116-285 |
2-090 |
1.9% |
0-162 |
0.4% |
91% |
True |
False |
859,805 |
20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-188 |
0.5% |
91% |
True |
False |
950,421 |
40 |
119-055 |
115-180 |
3-195 |
3.0% |
0-190 |
0.5% |
94% |
True |
False |
914,952 |
60 |
119-060 |
114-285 |
4-095 |
3.6% |
0-202 |
0.5% |
95% |
False |
False |
825,531 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-198 |
0.5% |
73% |
False |
False |
671,364 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-203 |
0.5% |
73% |
False |
False |
537,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-095 |
2.618 |
120-154 |
1.618 |
119-314 |
1.000 |
119-215 |
0.618 |
119-154 |
HIGH |
119-055 |
0.618 |
118-314 |
0.500 |
118-295 |
0.382 |
118-276 |
LOW |
118-215 |
0.618 |
118-116 |
1.000 |
118-055 |
1.618 |
117-276 |
2.618 |
117-116 |
4.250 |
116-175 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
118-305 |
118-299 |
PP |
118-300 |
118-288 |
S1 |
118-295 |
118-278 |
|