ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-120 |
-0-040 |
-0.1% |
118-210 |
| High |
118-160 |
118-215 |
0-055 |
0.1% |
119-055 |
| Low |
118-065 |
118-115 |
0-050 |
0.1% |
118-090 |
| Close |
118-120 |
118-165 |
0-045 |
0.1% |
118-160 |
| Range |
0-095 |
0-100 |
0-005 |
5.3% |
0-285 |
| ATR |
0-181 |
0-176 |
-0-006 |
-3.2% |
0-000 |
| Volume |
34,657 |
15,764 |
-18,893 |
-54.5% |
708,758 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-145 |
119-095 |
118-220 |
|
| R3 |
119-045 |
118-315 |
118-192 |
|
| R2 |
118-265 |
118-265 |
118-183 |
|
| R1 |
118-215 |
118-215 |
118-174 |
118-240 |
| PP |
118-165 |
118-165 |
118-165 |
118-178 |
| S1 |
118-115 |
118-115 |
118-156 |
118-140 |
| S2 |
118-065 |
118-065 |
118-147 |
|
| S3 |
117-285 |
118-015 |
118-138 |
|
| S4 |
117-185 |
117-235 |
118-110 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-103 |
120-257 |
118-317 |
|
| R3 |
120-138 |
119-292 |
118-238 |
|
| R2 |
119-173 |
119-173 |
118-212 |
|
| R1 |
119-007 |
119-007 |
118-186 |
118-268 |
| PP |
118-208 |
118-208 |
118-208 |
118-179 |
| S1 |
118-042 |
118-042 |
118-134 |
117-302 |
| S2 |
117-243 |
117-243 |
118-108 |
|
| S3 |
116-278 |
117-077 |
118-082 |
|
| S4 |
115-313 |
116-112 |
118-003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-055 |
118-065 |
0-310 |
0.8% |
0-146 |
0.4% |
32% |
False |
False |
48,442 |
| 10 |
119-055 |
117-275 |
1-100 |
1.1% |
0-150 |
0.4% |
50% |
False |
False |
544,508 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-177 |
0.5% |
71% |
False |
False |
765,384 |
| 40 |
119-055 |
115-240 |
3-135 |
2.9% |
0-188 |
0.5% |
81% |
False |
False |
860,557 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-194 |
0.5% |
85% |
False |
False |
779,741 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-198 |
0.5% |
65% |
False |
False |
672,753 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-200 |
0.5% |
65% |
False |
False |
538,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-000 |
|
2.618 |
119-157 |
|
1.618 |
119-057 |
|
1.000 |
118-315 |
|
0.618 |
118-277 |
|
HIGH |
118-215 |
|
0.618 |
118-177 |
|
0.500 |
118-165 |
|
0.382 |
118-153 |
|
LOW |
118-115 |
|
0.618 |
118-053 |
|
1.000 |
118-015 |
|
1.618 |
117-273 |
|
2.618 |
117-173 |
|
4.250 |
117-010 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-165 |
118-205 |
| PP |
118-165 |
118-192 |
| S1 |
118-165 |
118-178 |
|