ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-045 |
-0-055 |
-0.1% |
118-160 |
| High |
118-115 |
118-165 |
0-050 |
0.1% |
118-215 |
| Low |
118-000 |
117-240 |
-0-080 |
-0.2% |
117-240 |
| Close |
118-080 |
118-080 |
0-000 |
0.0% |
118-080 |
| Range |
0-115 |
0-245 |
0-130 |
113.0% |
0-295 |
| ATR |
0-168 |
0-173 |
0-006 |
3.3% |
0-000 |
| Volume |
8,720 |
6,293 |
-2,427 |
-27.8% |
85,639 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-150 |
120-040 |
118-215 |
|
| R3 |
119-225 |
119-115 |
118-147 |
|
| R2 |
118-300 |
118-300 |
118-125 |
|
| R1 |
118-190 |
118-190 |
118-102 |
118-245 |
| PP |
118-055 |
118-055 |
118-055 |
118-082 |
| S1 |
117-265 |
117-265 |
118-058 |
118-000 |
| S2 |
117-130 |
117-130 |
118-035 |
|
| S3 |
116-205 |
117-020 |
118-013 |
|
| S4 |
115-280 |
116-095 |
117-265 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-317 |
120-173 |
118-242 |
|
| R3 |
120-022 |
119-198 |
118-161 |
|
| R2 |
119-047 |
119-047 |
118-134 |
|
| R1 |
118-223 |
118-223 |
118-107 |
118-148 |
| PP |
118-072 |
118-072 |
118-072 |
118-034 |
| S1 |
117-248 |
117-248 |
118-053 |
117-172 |
| S2 |
117-097 |
117-097 |
118-026 |
|
| S3 |
116-122 |
116-273 |
117-319 |
|
| S4 |
115-147 |
115-298 |
117-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-215 |
117-240 |
0-295 |
0.8% |
0-136 |
0.4% |
54% |
False |
True |
17,127 |
| 10 |
119-055 |
117-240 |
1-135 |
1.2% |
0-146 |
0.4% |
35% |
False |
True |
79,439 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-172 |
0.5% |
60% |
False |
False |
619,037 |
| 40 |
119-055 |
116-085 |
2-290 |
2.5% |
0-185 |
0.5% |
68% |
False |
False |
798,168 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-190 |
0.5% |
78% |
False |
False |
742,122 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-196 |
0.5% |
60% |
False |
False |
672,854 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-199 |
0.5% |
60% |
False |
False |
538,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-246 |
|
2.618 |
120-166 |
|
1.618 |
119-241 |
|
1.000 |
119-090 |
|
0.618 |
118-316 |
|
HIGH |
118-165 |
|
0.618 |
118-071 |
|
0.500 |
118-042 |
|
0.382 |
118-014 |
|
LOW |
117-240 |
|
0.618 |
117-089 |
|
1.000 |
116-315 |
|
1.618 |
116-164 |
|
2.618 |
115-239 |
|
4.250 |
114-159 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-068 |
118-070 |
| PP |
118-055 |
118-060 |
| S1 |
118-042 |
118-050 |
|