ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-242 |
116-217 |
-0-025 |
-0.1% |
116-272 |
| High |
116-242 |
116-272 |
0-030 |
0.1% |
117-085 |
| Low |
116-185 |
116-215 |
0-030 |
0.1% |
116-192 |
| Close |
116-225 |
116-250 |
0-025 |
0.1% |
116-235 |
| Range |
0-057 |
0-057 |
0-000 |
0.0% |
0-213 |
| ATR |
0-120 |
0-115 |
-0-004 |
-3.7% |
0-000 |
| Volume |
27,250 |
5,963 |
-21,287 |
-78.1% |
334,654 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-097 |
117-070 |
116-281 |
|
| R3 |
117-040 |
117-013 |
116-266 |
|
| R2 |
116-303 |
116-303 |
116-260 |
|
| R1 |
116-276 |
116-276 |
116-255 |
116-290 |
| PP |
116-246 |
116-246 |
116-246 |
116-252 |
| S1 |
116-219 |
116-219 |
116-245 |
116-232 |
| S2 |
116-189 |
116-189 |
116-240 |
|
| S3 |
116-132 |
116-162 |
116-234 |
|
| S4 |
116-075 |
116-105 |
116-219 |
|
|
| 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 |
116-185 |
0-220 |
0.6% |
0-096 |
0.3% |
30% |
False |
False |
27,704 |
| 10 |
117-085 |
116-125 |
0-280 |
0.7% |
0-099 |
0.3% |
45% |
False |
False |
293,525 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-116 |
0.3% |
67% |
False |
False |
379,082 |
| 40 |
117-085 |
114-265 |
2-140 |
2.1% |
0-122 |
0.3% |
80% |
False |
False |
397,963 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-134 |
0.4% |
85% |
False |
False |
385,780 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-127 |
0.3% |
79% |
False |
False |
319,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-194 |
|
2.618 |
117-101 |
|
1.618 |
117-044 |
|
1.000 |
117-009 |
|
0.618 |
116-307 |
|
HIGH |
116-272 |
|
0.618 |
116-250 |
|
0.500 |
116-244 |
|
0.382 |
116-237 |
|
LOW |
116-215 |
|
0.618 |
116-180 |
|
1.000 |
116-158 |
|
1.618 |
116-123 |
|
2.618 |
116-066 |
|
4.250 |
115-293 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-248 |
116-268 |
| PP |
116-246 |
116-262 |
| S1 |
116-244 |
116-256 |
|