ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-217 |
116-255 |
0-038 |
0.1% |
116-272 |
| High |
116-272 |
116-255 |
-0-017 |
0.0% |
117-085 |
| Low |
116-215 |
116-160 |
-0-055 |
-0.1% |
116-192 |
| Close |
116-250 |
116-182 |
-0-068 |
-0.2% |
116-235 |
| Range |
0-057 |
0-095 |
0-038 |
66.7% |
0-213 |
| ATR |
0-115 |
0-114 |
-0-001 |
-1.3% |
0-000 |
| Volume |
5,963 |
9,988 |
4,025 |
67.5% |
334,654 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-164 |
117-108 |
116-234 |
|
| R3 |
117-069 |
117-013 |
116-208 |
|
| R2 |
116-294 |
116-294 |
116-199 |
|
| R1 |
116-238 |
116-238 |
116-191 |
116-218 |
| PP |
116-199 |
116-199 |
116-199 |
116-189 |
| S1 |
116-143 |
116-143 |
116-173 |
116-124 |
| S2 |
116-104 |
116-104 |
116-165 |
|
| S3 |
116-009 |
116-048 |
116-156 |
|
| S4 |
115-234 |
115-273 |
116-130 |
|
|
| 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 |
116-160 |
0-245 |
0.7% |
0-100 |
0.3% |
9% |
False |
True |
21,704 |
| 10 |
117-085 |
116-147 |
0-258 |
0.7% |
0-099 |
0.3% |
14% |
False |
False |
208,344 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-114 |
0.3% |
53% |
False |
False |
363,508 |
| 40 |
117-085 |
115-005 |
2-080 |
1.9% |
0-122 |
0.3% |
69% |
False |
False |
387,166 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-133 |
0.4% |
79% |
False |
False |
378,862 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
73% |
False |
False |
320,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-019 |
|
2.618 |
117-184 |
|
1.618 |
117-089 |
|
1.000 |
117-030 |
|
0.618 |
116-314 |
|
HIGH |
116-255 |
|
0.618 |
116-219 |
|
0.500 |
116-208 |
|
0.382 |
116-196 |
|
LOW |
116-160 |
|
0.618 |
116-101 |
|
1.000 |
116-065 |
|
1.618 |
116-006 |
|
2.618 |
115-231 |
|
4.250 |
115-076 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-208 |
116-216 |
| PP |
116-199 |
116-205 |
| S1 |
116-190 |
116-193 |
|