ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-315 |
117-035 |
0-040 |
0.1% |
115-315 |
| High |
117-045 |
117-055 |
0-010 |
0.0% |
117-022 |
| Low |
116-277 |
116-302 |
0-025 |
0.1% |
115-300 |
| Close |
117-030 |
117-035 |
0-005 |
0.0% |
117-015 |
| Range |
0-088 |
0-073 |
-0-015 |
-17.0% |
1-042 |
| ATR |
0-125 |
0-121 |
-0-004 |
-3.0% |
0-000 |
| Volume |
66,564 |
39,987 |
-26,577 |
-39.9% |
3,611,551 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-243 |
117-212 |
117-075 |
|
| R3 |
117-170 |
117-139 |
117-055 |
|
| R2 |
117-097 |
117-097 |
117-048 |
|
| R1 |
117-066 |
117-066 |
117-042 |
117-072 |
| PP |
117-024 |
117-024 |
117-024 |
117-027 |
| S1 |
116-313 |
116-313 |
117-028 |
116-318 |
| S2 |
116-271 |
116-271 |
117-022 |
|
| S3 |
116-198 |
116-240 |
117-015 |
|
| S4 |
116-125 |
116-167 |
116-315 |
|
|
| 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 |
117-055 |
116-147 |
0-228 |
0.6% |
0-098 |
0.3% |
91% |
True |
False |
394,983 |
| 10 |
117-055 |
115-252 |
1-123 |
1.2% |
0-112 |
0.3% |
95% |
True |
False |
491,356 |
| 20 |
117-057 |
115-252 |
1-125 |
1.2% |
0-124 |
0.3% |
95% |
False |
False |
479,632 |
| 40 |
117-057 |
114-177 |
2-200 |
2.2% |
0-126 |
0.3% |
97% |
False |
False |
433,494 |
| 60 |
117-170 |
113-317 |
3-173 |
3.0% |
0-136 |
0.4% |
88% |
False |
False |
408,480 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
88% |
False |
False |
318,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-045 |
|
2.618 |
117-246 |
|
1.618 |
117-173 |
|
1.000 |
117-128 |
|
0.618 |
117-100 |
|
HIGH |
117-055 |
|
0.618 |
117-027 |
|
0.500 |
117-018 |
|
0.382 |
117-010 |
|
LOW |
116-302 |
|
0.618 |
116-257 |
|
1.000 |
116-229 |
|
1.618 |
116-184 |
|
2.618 |
116-111 |
|
4.250 |
115-312 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-030 |
117-023 |
| PP |
117-024 |
117-011 |
| S1 |
117-018 |
116-318 |
|