ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
117-050 |
117-065 |
0-015 |
0.0% |
115-240 |
High |
117-170 |
117-160 |
-0-010 |
0.0% |
117-170 |
Low |
117-030 |
117-050 |
0-020 |
0.1% |
115-200 |
Close |
117-160 |
117-125 |
-0-035 |
-0.1% |
117-160 |
Range |
0-140 |
0-110 |
-0-030 |
-21.4% |
1-290 |
ATR |
0-176 |
0-171 |
-0-005 |
-2.7% |
0-000 |
Volume |
877,243 |
878,696 |
1,453 |
0.2% |
2,469,238 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-122 |
118-073 |
117-186 |
|
R3 |
118-012 |
117-283 |
117-155 |
|
R2 |
117-222 |
117-222 |
117-145 |
|
R1 |
117-173 |
117-173 |
117-135 |
117-198 |
PP |
117-112 |
117-112 |
117-112 |
117-124 |
S1 |
117-063 |
117-063 |
117-115 |
117-088 |
S2 |
117-002 |
117-002 |
117-105 |
|
S3 |
116-212 |
116-273 |
117-095 |
|
S4 |
116-102 |
116-163 |
117-064 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-193 |
121-307 |
118-176 |
|
R3 |
120-223 |
120-017 |
118-008 |
|
R2 |
118-253 |
118-253 |
117-272 |
|
R1 |
118-047 |
118-047 |
117-216 |
118-150 |
PP |
116-283 |
116-283 |
116-283 |
117-015 |
S1 |
116-077 |
116-077 |
117-104 |
116-180 |
S2 |
114-313 |
114-313 |
117-048 |
|
S3 |
113-023 |
114-107 |
116-312 |
|
S4 |
111-053 |
112-137 |
116-144 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-308 |
2.618 |
118-128 |
1.618 |
118-018 |
1.000 |
117-270 |
0.618 |
117-228 |
HIGH |
117-160 |
0.618 |
117-118 |
0.500 |
117-105 |
0.382 |
117-092 |
LOW |
117-050 |
0.618 |
116-302 |
1.000 |
116-260 |
1.618 |
116-192 |
2.618 |
116-082 |
4.250 |
115-222 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
117-118 |
117-092 |
PP |
117-112 |
117-058 |
S1 |
117-105 |
117-025 |
|