ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-100 |
-0-080 |
-0.2% |
118-210 |
| High |
118-180 |
118-115 |
-0-065 |
-0.2% |
119-055 |
| Low |
118-055 |
118-000 |
-0-055 |
-0.1% |
118-090 |
| Close |
118-110 |
118-080 |
-0-030 |
-0.1% |
118-160 |
| Range |
0-125 |
0-115 |
-0-010 |
-8.0% |
0-285 |
| ATR |
0-172 |
0-168 |
-0-004 |
-2.4% |
0-000 |
| Volume |
20,205 |
8,720 |
-11,485 |
-56.8% |
708,758 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-090 |
119-040 |
118-143 |
|
| R3 |
118-295 |
118-245 |
118-112 |
|
| R2 |
118-180 |
118-180 |
118-101 |
|
| R1 |
118-130 |
118-130 |
118-091 |
118-098 |
| PP |
118-065 |
118-065 |
118-065 |
118-049 |
| S1 |
118-015 |
118-015 |
118-069 |
117-302 |
| S2 |
117-270 |
117-270 |
118-059 |
|
| S3 |
117-155 |
117-220 |
118-048 |
|
| S4 |
117-040 |
117-105 |
118-017 |
|
|
| 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 |
119-025 |
118-000 |
1-025 |
0.9% |
0-138 |
0.4% |
23% |
False |
True |
29,742 |
| 10 |
119-055 |
118-000 |
1-055 |
1.0% |
0-137 |
0.4% |
21% |
False |
True |
221,140 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-168 |
0.4% |
60% |
False |
False |
673,743 |
| 40 |
119-055 |
116-080 |
2-295 |
2.5% |
0-184 |
0.5% |
68% |
False |
False |
821,957 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-191 |
0.5% |
78% |
False |
False |
755,237 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-196 |
0.5% |
60% |
False |
False |
672,788 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-199 |
0.5% |
60% |
False |
False |
538,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-284 |
|
2.618 |
119-096 |
|
1.618 |
118-301 |
|
1.000 |
118-230 |
|
0.618 |
118-186 |
|
HIGH |
118-115 |
|
0.618 |
118-071 |
|
0.500 |
118-058 |
|
0.382 |
118-044 |
|
LOW |
118-000 |
|
0.618 |
117-249 |
|
1.000 |
117-205 |
|
1.618 |
117-134 |
|
2.618 |
117-019 |
|
4.250 |
116-151 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-072 |
118-108 |
| PP |
118-065 |
118-098 |
| S1 |
118-058 |
118-089 |
|