ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-207 |
116-217 |
0-010 |
0.0% |
116-242 |
| High |
116-220 |
116-217 |
-0-003 |
0.0% |
116-272 |
| Low |
116-190 |
116-120 |
-0-070 |
-0.2% |
116-017 |
| Close |
116-195 |
116-125 |
-0-070 |
-0.2% |
116-122 |
| Range |
0-030 |
0-097 |
0-067 |
223.3% |
0-255 |
| ATR |
0-105 |
0-104 |
-0-001 |
-0.5% |
0-000 |
| Volume |
8,085 |
1,391 |
-6,694 |
-82.8% |
58,945 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-125 |
117-062 |
116-178 |
|
| R3 |
117-028 |
116-285 |
116-152 |
|
| R2 |
116-251 |
116-251 |
116-143 |
|
| R1 |
116-188 |
116-188 |
116-134 |
116-171 |
| PP |
116-154 |
116-154 |
116-154 |
116-146 |
| S1 |
116-091 |
116-091 |
116-116 |
116-074 |
| S2 |
116-057 |
116-057 |
116-107 |
|
| S3 |
115-280 |
115-314 |
116-098 |
|
| S4 |
115-183 |
115-217 |
116-072 |
|
|
| 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 |
116-240 |
116-017 |
0-223 |
0.6% |
0-090 |
0.2% |
48% |
False |
False |
6,290 |
| 10 |
117-030 |
116-017 |
1-013 |
0.9% |
0-086 |
0.2% |
32% |
False |
False |
12,012 |
| 20 |
117-085 |
115-252 |
1-153 |
1.3% |
0-096 |
0.3% |
41% |
False |
False |
231,464 |
| 40 |
117-085 |
115-195 |
1-210 |
1.4% |
0-116 |
0.3% |
47% |
False |
False |
337,479 |
| 60 |
117-085 |
113-317 |
3-088 |
2.8% |
0-122 |
0.3% |
73% |
False |
False |
334,165 |
| 80 |
117-170 |
113-317 |
3-173 |
3.0% |
0-127 |
0.3% |
68% |
False |
False |
320,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-309 |
|
2.618 |
117-151 |
|
1.618 |
117-054 |
|
1.000 |
116-314 |
|
0.618 |
116-277 |
|
HIGH |
116-217 |
|
0.618 |
116-180 |
|
0.500 |
116-168 |
|
0.382 |
116-157 |
|
LOW |
116-120 |
|
0.618 |
116-060 |
|
1.000 |
116-023 |
|
1.618 |
115-283 |
|
2.618 |
115-186 |
|
4.250 |
115-028 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-168 |
116-180 |
| PP |
116-154 |
116-162 |
| S1 |
116-140 |
116-143 |
|