ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-035 |
117-027 |
-0-008 |
0.0% |
115-315 |
| High |
117-055 |
117-085 |
0-030 |
0.1% |
117-022 |
| Low |
116-302 |
116-272 |
-0-030 |
-0.1% |
115-300 |
| Close |
117-035 |
117-010 |
-0-025 |
-0.1% |
117-015 |
| Range |
0-073 |
0-133 |
0-060 |
82.2% |
1-042 |
| ATR |
0-121 |
0-122 |
0-001 |
0.7% |
0-000 |
| Volume |
39,987 |
27,178 |
-12,809 |
-32.0% |
3,611,551 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-095 |
118-025 |
117-083 |
|
| R3 |
117-282 |
117-212 |
117-047 |
|
| R2 |
117-149 |
117-149 |
117-034 |
|
| R1 |
117-079 |
117-079 |
117-022 |
117-048 |
| PP |
117-016 |
117-016 |
117-016 |
117-000 |
| S1 |
116-266 |
116-266 |
116-318 |
116-234 |
| S2 |
116-203 |
116-203 |
116-306 |
|
| S3 |
116-070 |
116-133 |
116-293 |
|
| S4 |
115-257 |
116-000 |
116-257 |
|
|
| 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 |
117-085 |
116-240 |
0-165 |
0.4% |
0-097 |
0.3% |
55% |
True |
False |
202,868 |
| 10 |
117-085 |
115-252 |
1-153 |
1.3% |
0-106 |
0.3% |
84% |
True |
False |
450,917 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-126 |
0.3% |
84% |
True |
False |
466,276 |
| 40 |
117-085 |
114-177 |
2-228 |
2.3% |
0-126 |
0.3% |
91% |
True |
False |
426,787 |
| 60 |
117-110 |
113-317 |
3-113 |
2.9% |
0-134 |
0.4% |
91% |
False |
False |
401,180 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
86% |
False |
False |
319,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-010 |
|
2.618 |
118-113 |
|
1.618 |
117-300 |
|
1.000 |
117-218 |
|
0.618 |
117-167 |
|
HIGH |
117-085 |
|
0.618 |
117-034 |
|
0.500 |
117-018 |
|
0.382 |
117-003 |
|
LOW |
116-272 |
|
0.618 |
116-190 |
|
1.000 |
116-139 |
|
1.618 |
116-057 |
|
2.618 |
115-244 |
|
4.250 |
115-027 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-018 |
117-018 |
| PP |
117-016 |
117-016 |
| S1 |
117-013 |
117-013 |
|