ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-065 |
117-120 |
0-055 |
0.1% |
115-240 |
| High |
117-160 |
117-150 |
-0-010 |
0.0% |
117-170 |
| Low |
117-050 |
117-015 |
-0-035 |
-0.1% |
115-200 |
| Close |
117-125 |
117-130 |
0-005 |
0.0% |
117-160 |
| Range |
0-110 |
0-135 |
0-025 |
22.7% |
1-290 |
| ATR |
0-171 |
0-169 |
-0-003 |
-1.5% |
0-000 |
| Volume |
878,696 |
668,826 |
-209,870 |
-23.9% |
2,469,238 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-183 |
118-132 |
117-204 |
|
| R3 |
118-048 |
117-317 |
117-167 |
|
| R2 |
117-233 |
117-233 |
117-155 |
|
| R1 |
117-182 |
117-182 |
117-142 |
117-208 |
| PP |
117-098 |
117-098 |
117-098 |
117-111 |
| S1 |
117-047 |
117-047 |
117-118 |
117-072 |
| S2 |
116-283 |
116-283 |
117-105 |
|
| S3 |
116-148 |
116-232 |
117-093 |
|
| S4 |
116-013 |
116-097 |
117-056 |
|
|
| 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 |
119-084 |
|
2.618 |
118-183 |
|
1.618 |
118-048 |
|
1.000 |
117-285 |
|
0.618 |
117-233 |
|
HIGH |
117-150 |
|
0.618 |
117-098 |
|
0.500 |
117-082 |
|
0.382 |
117-067 |
|
LOW |
117-015 |
|
0.618 |
116-252 |
|
1.000 |
116-200 |
|
1.618 |
116-117 |
|
2.618 |
115-302 |
|
4.250 |
115-081 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-114 |
117-118 |
| PP |
117-098 |
117-105 |
| S1 |
117-082 |
117-092 |
|