ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-112 |
116-142 |
0-030 |
0.1% |
116-242 |
| High |
116-165 |
116-170 |
0-005 |
0.0% |
116-272 |
| Low |
116-017 |
116-115 |
0-098 |
0.3% |
116-017 |
| Close |
116-122 |
116-147 |
0-025 |
0.1% |
116-122 |
| Range |
0-148 |
0-055 |
-0-093 |
-62.8% |
0-255 |
| ATR |
0-113 |
0-109 |
-0-004 |
-3.7% |
0-000 |
| Volume |
8,415 |
10,763 |
2,348 |
27.9% |
58,945 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-309 |
116-283 |
116-177 |
|
| R3 |
116-254 |
116-228 |
116-162 |
|
| R2 |
116-199 |
116-199 |
116-157 |
|
| R1 |
116-173 |
116-173 |
116-152 |
116-186 |
| PP |
116-144 |
116-144 |
116-144 |
116-150 |
| S1 |
116-118 |
116-118 |
116-142 |
116-131 |
| S2 |
116-089 |
116-089 |
116-137 |
|
| S3 |
116-034 |
116-063 |
116-132 |
|
| S4 |
115-299 |
116-008 |
116-117 |
|
|
| 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% |
51% |
False |
False |
8,491 |
| 10 |
117-085 |
116-017 |
1-068 |
1.0% |
0-091 |
0.2% |
34% |
False |
False |
24,158 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-108 |
0.3% |
45% |
False |
False |
289,604 |
| 40 |
117-085 |
115-125 |
1-280 |
1.6% |
0-118 |
0.3% |
57% |
False |
False |
363,246 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-125 |
0.3% |
75% |
False |
False |
354,446 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-128 |
0.3% |
70% |
False |
False |
320,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-084 |
|
2.618 |
116-314 |
|
1.618 |
116-259 |
|
1.000 |
116-225 |
|
0.618 |
116-204 |
|
HIGH |
116-170 |
|
0.618 |
116-149 |
|
0.500 |
116-142 |
|
0.382 |
116-136 |
|
LOW |
116-115 |
|
0.618 |
116-081 |
|
1.000 |
116-060 |
|
1.618 |
116-026 |
|
2.618 |
115-291 |
|
4.250 |
115-201 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-146 |
116-129 |
| PP |
116-144 |
116-111 |
| S1 |
116-142 |
116-094 |
|