ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-165 |
117-005 |
-0-160 |
-0.4% |
117-065 |
| High |
117-200 |
117-015 |
-0-185 |
-0.5% |
117-225 |
| Low |
116-255 |
116-230 |
-0-025 |
-0.1% |
116-255 |
| Close |
117-015 |
116-295 |
-0-040 |
-0.1% |
117-015 |
| Range |
0-265 |
0-105 |
-0-160 |
-60.4% |
0-290 |
| ATR |
0-173 |
0-168 |
-0-005 |
-2.8% |
0-000 |
| Volume |
884,451 |
962,528 |
78,077 |
8.8% |
3,831,040 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-282 |
117-233 |
117-033 |
|
| R3 |
117-177 |
117-128 |
117-004 |
|
| R2 |
117-072 |
117-072 |
116-314 |
|
| R1 |
117-023 |
117-023 |
116-305 |
116-315 |
| PP |
116-287 |
116-287 |
116-287 |
116-272 |
| S1 |
116-238 |
116-238 |
116-285 |
116-210 |
| S2 |
116-182 |
116-182 |
116-276 |
|
| S3 |
116-077 |
116-133 |
116-266 |
|
| S4 |
115-292 |
116-028 |
116-237 |
|
|
| 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 |
116-230 |
0-315 |
0.8% |
0-159 |
0.4% |
21% |
False |
True |
782,974 |
| 10 |
117-225 |
115-230 |
1-315 |
1.7% |
0-172 |
0.5% |
61% |
False |
False |
719,605 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-162 |
0.4% |
65% |
False |
False |
369,702 |
| 40 |
117-225 |
114-050 |
3-175 |
3.0% |
0-161 |
0.4% |
78% |
False |
False |
186,107 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-146 |
0.4% |
81% |
False |
False |
124,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-141 |
|
2.618 |
117-290 |
|
1.618 |
117-185 |
|
1.000 |
117-120 |
|
0.618 |
117-080 |
|
HIGH |
117-015 |
|
0.618 |
116-295 |
|
0.500 |
116-282 |
|
0.382 |
116-270 |
|
LOW |
116-230 |
|
0.618 |
116-165 |
|
1.000 |
116-125 |
|
1.618 |
116-060 |
|
2.618 |
115-275 |
|
4.250 |
115-104 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-291 |
117-068 |
| PP |
116-287 |
117-037 |
| S1 |
116-282 |
117-006 |
|