ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-027 |
117-010 |
-0-017 |
0.0% |
116-272 |
| High |
117-085 |
117-030 |
-0-055 |
-0.1% |
117-085 |
| Low |
116-272 |
116-192 |
-0-080 |
-0.2% |
116-192 |
| Close |
117-010 |
116-235 |
-0-095 |
-0.3% |
116-235 |
| Range |
0-133 |
0-158 |
0-025 |
18.8% |
0-213 |
| ATR |
0-122 |
0-125 |
0-003 |
2.1% |
0-000 |
| Volume |
27,178 |
38,143 |
10,965 |
40.3% |
334,654 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-093 |
118-002 |
117-002 |
|
| R3 |
117-255 |
117-164 |
116-278 |
|
| R2 |
117-097 |
117-097 |
116-264 |
|
| R1 |
117-006 |
117-006 |
116-249 |
116-292 |
| PP |
116-259 |
116-259 |
116-259 |
116-242 |
| S1 |
116-168 |
116-168 |
116-221 |
116-134 |
| S2 |
116-101 |
116-101 |
116-206 |
|
| S3 |
115-263 |
116-010 |
116-192 |
|
| S4 |
115-105 |
115-172 |
116-148 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-276 |
118-149 |
117-032 |
|
| R3 |
118-063 |
117-256 |
116-294 |
|
| R2 |
117-170 |
117-170 |
116-274 |
|
| R1 |
117-043 |
117-043 |
116-255 |
117-000 |
| PP |
116-277 |
116-277 |
116-277 |
116-256 |
| S1 |
116-150 |
116-150 |
116-215 |
116-107 |
| S2 |
116-064 |
116-064 |
116-196 |
|
| S3 |
115-171 |
115-257 |
116-176 |
|
| S4 |
114-278 |
115-044 |
116-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-085 |
116-192 |
0-213 |
0.6% |
0-108 |
0.3% |
20% |
False |
True |
66,930 |
| 10 |
117-085 |
115-300 |
1-105 |
1.1% |
0-111 |
0.3% |
60% |
False |
False |
394,620 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-124 |
0.3% |
64% |
False |
False |
447,389 |
| 40 |
117-085 |
114-177 |
2-228 |
2.3% |
0-127 |
0.3% |
80% |
False |
False |
417,902 |
| 60 |
117-110 |
113-317 |
3-113 |
2.9% |
0-135 |
0.4% |
82% |
False |
False |
396,575 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-129 |
0.3% |
77% |
False |
False |
319,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-062 |
|
2.618 |
118-124 |
|
1.618 |
117-286 |
|
1.000 |
117-188 |
|
0.618 |
117-128 |
|
HIGH |
117-030 |
|
0.618 |
116-290 |
|
0.500 |
116-271 |
|
0.382 |
116-252 |
|
LOW |
116-192 |
|
0.618 |
116-094 |
|
1.000 |
116-034 |
|
1.618 |
115-256 |
|
2.618 |
115-098 |
|
4.250 |
114-160 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-271 |
116-298 |
| PP |
116-259 |
116-277 |
| S1 |
116-247 |
116-256 |
|