ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-120 |
117-140 |
0-020 |
0.1% |
115-240 |
| High |
117-150 |
117-155 |
0-005 |
0.0% |
117-170 |
| Low |
117-015 |
117-035 |
0-020 |
0.1% |
115-200 |
| Close |
117-130 |
117-135 |
0-005 |
0.0% |
117-160 |
| Range |
0-135 |
0-120 |
-0-015 |
-11.1% |
1-290 |
| ATR |
0-169 |
0-165 |
-0-003 |
-2.1% |
0-000 |
| Volume |
668,826 |
670,401 |
1,575 |
0.2% |
2,469,238 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-148 |
118-102 |
117-201 |
|
| R3 |
118-028 |
117-302 |
117-168 |
|
| R2 |
117-228 |
117-228 |
117-157 |
|
| R1 |
117-182 |
117-182 |
117-146 |
117-145 |
| PP |
117-108 |
117-108 |
117-108 |
117-090 |
| S1 |
117-062 |
117-062 |
117-124 |
117-025 |
| S2 |
116-308 |
116-308 |
117-113 |
|
| S3 |
116-188 |
116-262 |
117-102 |
|
| S4 |
116-068 |
116-142 |
117-069 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-170 |
116-200 |
0-290 |
0.8% |
0-135 |
0.4% |
88% |
False |
False |
772,142 |
| 10 |
117-170 |
115-150 |
2-020 |
1.8% |
0-168 |
0.4% |
95% |
False |
False |
477,051 |
| 20 |
117-170 |
115-150 |
2-020 |
1.8% |
0-165 |
0.4% |
95% |
False |
False |
241,938 |
| 40 |
117-170 |
114-000 |
3-170 |
3.0% |
0-159 |
0.4% |
97% |
False |
False |
121,719 |
| 60 |
117-210 |
113-180 |
4-030 |
3.5% |
0-141 |
0.4% |
94% |
False |
False |
81,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-025 |
|
2.618 |
118-149 |
|
1.618 |
118-029 |
|
1.000 |
117-275 |
|
0.618 |
117-229 |
|
HIGH |
117-155 |
|
0.618 |
117-109 |
|
0.500 |
117-095 |
|
0.382 |
117-081 |
|
LOW |
117-035 |
|
0.618 |
116-281 |
|
1.000 |
116-235 |
|
1.618 |
116-161 |
|
2.618 |
116-041 |
|
4.250 |
115-165 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-122 |
117-119 |
| PP |
117-108 |
117-103 |
| S1 |
117-095 |
117-088 |
|