ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-120 |
0-020 |
0.1% |
118-160 |
| High |
118-135 |
118-265 |
0-130 |
0.3% |
118-215 |
| Low |
118-030 |
118-055 |
0-025 |
0.1% |
117-240 |
| Close |
118-100 |
118-245 |
0-145 |
0.4% |
118-080 |
| Range |
0-105 |
0-210 |
0-105 |
100.0% |
0-295 |
| ATR |
0-169 |
0-172 |
0-003 |
1.8% |
0-000 |
| Volume |
14,707 |
4,240 |
-10,467 |
-71.2% |
85,639 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-178 |
120-102 |
119-040 |
|
| R3 |
119-288 |
119-212 |
118-303 |
|
| R2 |
119-078 |
119-078 |
118-284 |
|
| R1 |
119-002 |
119-002 |
118-264 |
119-040 |
| PP |
118-188 |
118-188 |
118-188 |
118-208 |
| S1 |
118-112 |
118-112 |
118-226 |
118-150 |
| S2 |
117-298 |
117-298 |
118-206 |
|
| S3 |
117-088 |
117-222 |
118-187 |
|
| S4 |
116-198 |
117-012 |
118-130 |
|
|
| 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 |
118-265 |
117-240 |
1-025 |
0.9% |
0-160 |
0.4% |
94% |
True |
False |
10,833 |
| 10 |
119-055 |
117-240 |
1-135 |
1.2% |
0-153 |
0.4% |
71% |
False |
False |
29,637 |
| 20 |
119-055 |
116-285 |
2-090 |
1.9% |
0-170 |
0.4% |
82% |
False |
False |
523,868 |
| 40 |
119-055 |
116-285 |
2-090 |
1.9% |
0-181 |
0.5% |
82% |
False |
False |
753,190 |
| 60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-189 |
0.5% |
91% |
False |
False |
713,616 |
| 80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-196 |
0.5% |
69% |
False |
False |
672,892 |
| 100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-199 |
0.5% |
69% |
False |
False |
539,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-198 |
|
2.618 |
120-175 |
|
1.618 |
119-285 |
|
1.000 |
119-155 |
|
0.618 |
119-075 |
|
HIGH |
118-265 |
|
0.618 |
118-185 |
|
0.500 |
118-160 |
|
0.382 |
118-135 |
|
LOW |
118-055 |
|
0.618 |
117-245 |
|
1.000 |
117-165 |
|
1.618 |
117-035 |
|
2.618 |
116-145 |
|
4.250 |
115-122 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-217 |
118-194 |
| PP |
118-188 |
118-143 |
| S1 |
118-160 |
118-092 |
|