ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-140 |
117-140 |
0-000 |
0.0% |
115-240 |
| High |
117-155 |
117-225 |
0-070 |
0.2% |
117-170 |
| Low |
117-035 |
117-055 |
0-020 |
0.1% |
115-200 |
| Close |
117-135 |
117-165 |
0-030 |
0.1% |
117-160 |
| Range |
0-120 |
0-170 |
0-050 |
41.7% |
1-290 |
| ATR |
0-165 |
0-166 |
0-000 |
0.2% |
0-000 |
| Volume |
670,401 |
728,666 |
58,265 |
8.7% |
2,469,238 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-018 |
118-262 |
117-258 |
|
| R3 |
118-168 |
118-092 |
117-212 |
|
| R2 |
117-318 |
117-318 |
117-196 |
|
| R1 |
117-242 |
117-242 |
117-181 |
117-280 |
| PP |
117-148 |
117-148 |
117-148 |
117-168 |
| S1 |
117-072 |
117-072 |
117-149 |
117-110 |
| S2 |
116-298 |
116-298 |
117-134 |
|
| S3 |
116-128 |
116-222 |
117-118 |
|
| S4 |
115-278 |
116-052 |
117-072 |
|
|
| 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 |
117-225 |
117-015 |
0-210 |
0.6% |
0-135 |
0.4% |
71% |
True |
False |
764,766 |
| 10 |
117-225 |
115-150 |
2-075 |
1.9% |
0-158 |
0.4% |
92% |
True |
False |
546,946 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-160 |
0.4% |
92% |
True |
False |
278,141 |
| 40 |
117-225 |
114-000 |
3-225 |
3.2% |
0-161 |
0.4% |
95% |
True |
False |
139,935 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-144 |
0.4% |
95% |
True |
False |
93,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-308 |
|
2.618 |
119-030 |
|
1.618 |
118-180 |
|
1.000 |
118-075 |
|
0.618 |
118-010 |
|
HIGH |
117-225 |
|
0.618 |
117-160 |
|
0.500 |
117-140 |
|
0.382 |
117-120 |
|
LOW |
117-055 |
|
0.618 |
116-270 |
|
1.000 |
116-205 |
|
1.618 |
116-100 |
|
2.618 |
115-250 |
|
4.250 |
114-292 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-157 |
117-150 |
| PP |
117-148 |
117-135 |
| S1 |
117-140 |
117-120 |
|