ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-265 |
116-272 |
0-007 |
0.0% |
115-315 |
| High |
117-022 |
117-030 |
0-008 |
0.0% |
117-022 |
| Low |
116-240 |
116-262 |
0-022 |
0.1% |
115-300 |
| Close |
117-015 |
117-010 |
-0-005 |
0.0% |
117-015 |
| Range |
0-102 |
0-088 |
-0-014 |
-13.7% |
1-042 |
| ATR |
0-131 |
0-128 |
-0-003 |
-2.3% |
0-000 |
| Volume |
717,831 |
162,782 |
-555,049 |
-77.3% |
3,611,551 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-258 |
117-222 |
117-058 |
|
| R3 |
117-170 |
117-134 |
117-034 |
|
| R2 |
117-082 |
117-082 |
117-026 |
|
| R1 |
117-046 |
117-046 |
117-018 |
117-064 |
| PP |
116-314 |
116-314 |
116-314 |
117-003 |
| S1 |
116-278 |
116-278 |
117-002 |
116-296 |
| S2 |
116-226 |
116-226 |
116-314 |
|
| S3 |
116-138 |
116-190 |
116-306 |
|
| S4 |
116-050 |
116-102 |
116-282 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-025 |
119-222 |
117-214 |
|
| R3 |
118-303 |
118-180 |
117-115 |
|
| R2 |
117-261 |
117-261 |
117-081 |
|
| R1 |
117-138 |
117-138 |
117-048 |
117-200 |
| PP |
116-219 |
116-219 |
116-219 |
116-250 |
| S1 |
116-096 |
116-096 |
116-302 |
116-158 |
| S2 |
115-177 |
115-177 |
116-269 |
|
| S3 |
114-135 |
115-054 |
116-235 |
|
| S4 |
113-093 |
114-012 |
116-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-030 |
116-005 |
1-025 |
0.9% |
0-121 |
0.3% |
94% |
True |
False |
630,398 |
| 10 |
117-030 |
115-252 |
1-098 |
1.1% |
0-125 |
0.3% |
95% |
True |
False |
555,050 |
| 20 |
117-057 |
115-252 |
1-125 |
1.2% |
0-124 |
0.3% |
89% |
False |
False |
515,112 |
| 40 |
117-057 |
113-317 |
3-060 |
2.7% |
0-132 |
0.4% |
95% |
False |
False |
439,054 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-138 |
0.4% |
86% |
False |
False |
416,626 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-130 |
0.3% |
86% |
False |
False |
317,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-084 |
|
2.618 |
117-260 |
|
1.618 |
117-172 |
|
1.000 |
117-118 |
|
0.618 |
117-084 |
|
HIGH |
117-030 |
|
0.618 |
116-316 |
|
0.500 |
116-306 |
|
0.382 |
116-296 |
|
LOW |
116-262 |
|
0.618 |
116-208 |
|
1.000 |
116-174 |
|
1.618 |
116-120 |
|
2.618 |
116-032 |
|
4.250 |
115-208 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-002 |
116-303 |
| PP |
116-314 |
116-276 |
| S1 |
116-306 |
116-248 |
|