ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
118-285 |
118-170 |
-0-115 |
-0.3% |
118-100 |
High |
118-285 |
118-200 |
-0-085 |
-0.2% |
118-285 |
Low |
118-145 |
118-065 |
-0-080 |
-0.2% |
118-030 |
Close |
118-160 |
118-115 |
-0-045 |
-0.1% |
118-115 |
Range |
0-140 |
0-135 |
-0-005 |
-3.6% |
0-255 |
ATR |
0-162 |
0-160 |
-0-002 |
-1.2% |
0-000 |
Volume |
19,656 |
10,169 |
-9,487 |
-48.3% |
54,901 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-212 |
119-138 |
118-189 |
|
R3 |
119-077 |
119-003 |
118-152 |
|
R2 |
118-262 |
118-262 |
118-140 |
|
R1 |
118-188 |
118-188 |
118-127 |
118-158 |
PP |
118-127 |
118-127 |
118-127 |
118-111 |
S1 |
118-053 |
118-053 |
118-103 |
118-022 |
S2 |
117-312 |
117-312 |
118-090 |
|
S3 |
117-177 |
117-238 |
118-078 |
|
S4 |
117-042 |
117-103 |
118-041 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-268 |
120-127 |
118-255 |
|
R3 |
120-013 |
119-192 |
118-185 |
|
R2 |
119-078 |
119-078 |
118-162 |
|
R1 |
118-257 |
118-257 |
118-138 |
119-008 |
PP |
118-143 |
118-143 |
118-143 |
118-179 |
S1 |
118-002 |
118-002 |
118-092 |
118-072 |
S2 |
117-208 |
117-208 |
118-068 |
|
S3 |
116-273 |
117-067 |
118-045 |
|
S4 |
116-018 |
116-132 |
117-295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-285 |
118-030 |
0-255 |
0.7% |
0-129 |
0.3% |
33% |
False |
False |
10,980 |
10 |
118-285 |
117-240 |
1-045 |
1.0% |
0-132 |
0.3% |
53% |
False |
False |
14,054 |
20 |
119-055 |
117-015 |
2-040 |
1.8% |
0-152 |
0.4% |
62% |
False |
False |
368,234 |
40 |
119-055 |
116-285 |
2-090 |
1.9% |
0-175 |
0.5% |
64% |
False |
False |
688,688 |
60 |
119-055 |
114-285 |
4-090 |
3.6% |
0-183 |
0.5% |
81% |
False |
False |
682,116 |
80 |
120-150 |
114-285 |
5-185 |
4.7% |
0-194 |
0.5% |
62% |
False |
False |
672,300 |
100 |
120-150 |
114-285 |
5-185 |
4.7% |
0-196 |
0.5% |
62% |
False |
False |
539,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-134 |
2.618 |
119-233 |
1.618 |
119-098 |
1.000 |
119-015 |
0.618 |
118-283 |
HIGH |
118-200 |
0.618 |
118-148 |
0.500 |
118-132 |
0.382 |
118-117 |
LOW |
118-065 |
0.618 |
117-302 |
1.000 |
117-250 |
1.618 |
117-167 |
2.618 |
117-032 |
4.250 |
116-131 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
118-132 |
118-175 |
PP |
118-127 |
118-155 |
S1 |
118-121 |
118-135 |
|