ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-255 |
116-160 |
-0-095 |
-0.3% |
116-272 |
| High |
116-255 |
116-160 |
-0-095 |
-0.3% |
117-085 |
| Low |
116-160 |
116-112 |
-0-048 |
-0.1% |
116-192 |
| Close |
116-182 |
116-132 |
-0-050 |
-0.1% |
116-235 |
| Range |
0-095 |
0-048 |
-0-047 |
-49.5% |
0-213 |
| ATR |
0-114 |
0-111 |
-0-003 |
-2.8% |
0-000 |
| Volume |
9,988 |
7,329 |
-2,659 |
-26.6% |
334,654 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-279 |
116-253 |
116-158 |
|
| R3 |
116-231 |
116-205 |
116-145 |
|
| R2 |
116-183 |
116-183 |
116-141 |
|
| R1 |
116-157 |
116-157 |
116-136 |
116-146 |
| PP |
116-135 |
116-135 |
116-135 |
116-129 |
| S1 |
116-109 |
116-109 |
116-128 |
116-098 |
| S2 |
116-087 |
116-087 |
116-123 |
|
| S3 |
116-039 |
116-061 |
116-119 |
|
| S4 |
115-311 |
116-013 |
116-106 |
|
|
| 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 |
117-030 |
116-112 |
0-238 |
0.6% |
0-083 |
0.2% |
8% |
False |
True |
17,734 |
| 10 |
117-085 |
116-112 |
0-293 |
0.8% |
0-090 |
0.2% |
7% |
False |
True |
110,301 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-108 |
0.3% |
42% |
False |
False |
337,900 |
| 40 |
117-085 |
115-025 |
2-060 |
1.9% |
0-120 |
0.3% |
61% |
False |
False |
381,299 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-128 |
0.3% |
74% |
False |
False |
370,513 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-127 |
0.3% |
68% |
False |
False |
320,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-044 |
|
2.618 |
116-286 |
|
1.618 |
116-238 |
|
1.000 |
116-208 |
|
0.618 |
116-190 |
|
HIGH |
116-160 |
|
0.618 |
116-142 |
|
0.500 |
116-136 |
|
0.382 |
116-130 |
|
LOW |
116-112 |
|
0.618 |
116-082 |
|
1.000 |
116-064 |
|
1.618 |
116-034 |
|
2.618 |
115-306 |
|
4.250 |
115-228 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-136 |
116-192 |
| PP |
116-135 |
116-172 |
| S1 |
116-133 |
116-152 |
|