ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
118-045 |
118-100 |
0-055 |
0.1% |
118-160 |
High |
118-165 |
118-135 |
-0-030 |
-0.1% |
118-215 |
Low |
117-240 |
118-030 |
0-110 |
0.3% |
117-240 |
Close |
118-080 |
118-100 |
0-020 |
0.1% |
118-080 |
Range |
0-245 |
0-105 |
-0-140 |
-57.1% |
0-295 |
ATR |
0-173 |
0-169 |
-0-005 |
-2.8% |
0-000 |
Volume |
6,293 |
14,707 |
8,414 |
133.7% |
85,639 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-083 |
119-037 |
118-158 |
|
R3 |
118-298 |
118-252 |
118-129 |
|
R2 |
118-193 |
118-193 |
118-119 |
|
R1 |
118-147 |
118-147 |
118-110 |
118-152 |
PP |
118-088 |
118-088 |
118-088 |
118-091 |
S1 |
118-042 |
118-042 |
118-090 |
118-048 |
S2 |
117-303 |
117-303 |
118-081 |
|
S3 |
117-198 |
117-257 |
118-071 |
|
S4 |
117-093 |
117-152 |
118-042 |
|
|
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% |
0-138 |
0.4% |
61% |
False |
False |
13,137 |
10 |
119-055 |
117-240 |
1-135 |
1.2% |
0-144 |
0.4% |
40% |
False |
False |
45,006 |
20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-169 |
0.4% |
62% |
False |
False |
567,903 |
40 |
119-055 |
116-215 |
2-160 |
2.1% |
0-182 |
0.5% |
66% |
False |
False |
775,103 |
60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-188 |
0.5% |
80% |
False |
False |
728,307 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-197 |
0.5% |
61% |
False |
False |
672,917 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-199 |
0.5% |
61% |
False |
False |
539,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-261 |
2.618 |
119-090 |
1.618 |
118-305 |
1.000 |
118-240 |
0.618 |
118-200 |
HIGH |
118-135 |
0.618 |
118-095 |
0.500 |
118-082 |
0.382 |
118-070 |
LOW |
118-030 |
0.618 |
117-285 |
1.000 |
117-245 |
1.618 |
117-180 |
2.618 |
117-075 |
4.250 |
116-224 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
118-094 |
118-081 |
PP |
118-088 |
118-062 |
S1 |
118-082 |
118-042 |
|