ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-112 |
-0-048 |
-0.1% |
116-242 |
| High |
116-160 |
116-165 |
0-005 |
0.0% |
116-272 |
| Low |
116-112 |
116-017 |
-0-095 |
-0.3% |
116-017 |
| Close |
116-132 |
116-122 |
-0-010 |
0.0% |
116-122 |
| Range |
0-048 |
0-148 |
0-100 |
208.3% |
0-255 |
| ATR |
0-111 |
0-113 |
0-003 |
2.4% |
0-000 |
| Volume |
7,329 |
8,415 |
1,086 |
14.8% |
58,945 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-225 |
117-162 |
116-203 |
|
| R3 |
117-077 |
117-014 |
116-163 |
|
| R2 |
116-249 |
116-249 |
116-149 |
|
| R1 |
116-186 |
116-186 |
116-136 |
116-218 |
| PP |
116-101 |
116-101 |
116-101 |
116-117 |
| S1 |
116-038 |
116-038 |
116-108 |
116-070 |
| S2 |
115-273 |
115-273 |
116-095 |
|
| S3 |
115-125 |
115-210 |
116-081 |
|
| S4 |
114-297 |
115-062 |
116-041 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-262 |
118-127 |
116-262 |
|
| R3 |
118-007 |
117-192 |
116-192 |
|
| R2 |
117-072 |
117-072 |
116-169 |
|
| R1 |
116-257 |
116-257 |
116-145 |
116-197 |
| PP |
116-137 |
116-137 |
116-137 |
116-107 |
| S1 |
116-002 |
116-002 |
116-099 |
115-262 |
| S2 |
115-202 |
115-202 |
116-075 |
|
| S3 |
114-267 |
115-067 |
116-052 |
|
| S4 |
114-012 |
114-132 |
115-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-272 |
116-017 |
0-255 |
0.7% |
0-081 |
0.2% |
41% |
False |
True |
11,789 |
| 10 |
117-085 |
116-017 |
1-068 |
1.0% |
0-094 |
0.3% |
27% |
False |
True |
39,359 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-110 |
0.3% |
40% |
False |
False |
312,012 |
| 40 |
117-085 |
115-030 |
2-055 |
1.9% |
0-120 |
0.3% |
59% |
False |
False |
372,125 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-127 |
0.3% |
73% |
False |
False |
360,400 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
68% |
False |
False |
320,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-154 |
|
2.618 |
117-232 |
|
1.618 |
117-084 |
|
1.000 |
116-313 |
|
0.618 |
116-256 |
|
HIGH |
116-165 |
|
0.618 |
116-108 |
|
0.500 |
116-091 |
|
0.382 |
116-074 |
|
LOW |
116-017 |
|
0.618 |
115-246 |
|
1.000 |
115-189 |
|
1.618 |
115-098 |
|
2.618 |
114-270 |
|
4.250 |
114-028 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-112 |
116-136 |
| PP |
116-101 |
116-131 |
| S1 |
116-091 |
116-127 |
|