ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-140 |
117-165 |
0-025 |
0.1% |
117-065 |
| High |
117-225 |
117-200 |
-0-025 |
-0.1% |
117-225 |
| Low |
117-055 |
116-255 |
-0-120 |
-0.3% |
116-255 |
| Close |
117-165 |
117-015 |
-0-150 |
-0.4% |
117-015 |
| Range |
0-170 |
0-265 |
0-095 |
55.9% |
0-290 |
| ATR |
0-166 |
0-173 |
0-007 |
4.3% |
0-000 |
| Volume |
728,666 |
884,451 |
155,785 |
21.4% |
3,831,040 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-205 |
119-055 |
117-161 |
|
| R3 |
118-260 |
118-110 |
117-088 |
|
| R2 |
117-315 |
117-315 |
117-064 |
|
| R1 |
117-165 |
117-165 |
117-039 |
117-108 |
| PP |
117-050 |
117-050 |
117-050 |
117-021 |
| S1 |
116-220 |
116-220 |
116-311 |
116-162 |
| S2 |
116-105 |
116-105 |
116-286 |
|
| S3 |
115-160 |
115-275 |
116-262 |
|
| S4 |
114-215 |
115-010 |
116-189 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-122 |
117-174 |
|
| R3 |
118-318 |
118-152 |
117-095 |
|
| R2 |
118-028 |
118-028 |
117-068 |
|
| R1 |
117-182 |
117-182 |
117-042 |
117-120 |
| PP |
117-058 |
117-058 |
117-058 |
117-028 |
| S1 |
116-212 |
116-212 |
116-308 |
116-150 |
| S2 |
116-088 |
116-088 |
116-282 |
|
| S3 |
115-118 |
115-242 |
116-255 |
|
| S4 |
114-148 |
114-272 |
116-176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-225 |
116-255 |
0-290 |
0.8% |
0-160 |
0.4% |
28% |
False |
True |
766,208 |
| 10 |
117-225 |
115-200 |
2-025 |
1.8% |
0-169 |
0.5% |
68% |
False |
False |
630,027 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-160 |
0.4% |
71% |
False |
False |
322,191 |
| 40 |
117-225 |
114-040 |
3-185 |
3.1% |
0-164 |
0.4% |
82% |
False |
False |
162,046 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-145 |
0.4% |
84% |
False |
False |
108,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-046 |
|
2.618 |
119-254 |
|
1.618 |
118-309 |
|
1.000 |
118-145 |
|
0.618 |
118-044 |
|
HIGH |
117-200 |
|
0.618 |
117-099 |
|
0.500 |
117-068 |
|
0.382 |
117-036 |
|
LOW |
116-255 |
|
0.618 |
116-091 |
|
1.000 |
115-310 |
|
1.618 |
115-146 |
|
2.618 |
114-201 |
|
4.250 |
113-089 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-068 |
117-080 |
| PP |
117-050 |
117-058 |
| S1 |
117-032 |
117-037 |
|