ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
117-015 |
116-270 |
-0-065 |
-0.2% |
117-065 |
High |
117-045 |
116-300 |
-0-065 |
-0.2% |
117-225 |
Low |
116-220 |
116-180 |
-0-040 |
-0.1% |
116-255 |
Close |
116-280 |
116-250 |
-0-030 |
-0.1% |
117-015 |
Range |
0-145 |
0-120 |
-0-025 |
-17.2% |
0-290 |
ATR |
0-164 |
0-161 |
-0-003 |
-1.9% |
0-000 |
Volume |
653,375 |
712,144 |
58,769 |
9.0% |
3,831,040 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-283 |
117-227 |
116-316 |
|
R3 |
117-163 |
117-107 |
116-283 |
|
R2 |
117-043 |
117-043 |
116-272 |
|
R1 |
116-307 |
116-307 |
116-261 |
116-275 |
PP |
116-243 |
116-243 |
116-243 |
116-228 |
S1 |
116-187 |
116-187 |
116-239 |
116-155 |
S2 |
116-123 |
116-123 |
116-228 |
|
S3 |
116-003 |
116-067 |
116-217 |
|
S4 |
115-203 |
115-267 |
116-184 |
|
|
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 |
117-200 |
116-180 |
1-020 |
0.9% |
0-153 |
0.4% |
21% |
False |
True |
738,750 |
10 |
117-225 |
116-180 |
1-045 |
1.0% |
0-144 |
0.4% |
19% |
False |
True |
751,758 |
20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-160 |
0.4% |
59% |
False |
False |
461,518 |
40 |
117-225 |
114-050 |
3-175 |
3.0% |
0-160 |
0.4% |
74% |
False |
False |
232,270 |
60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-146 |
0.4% |
78% |
False |
False |
154,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-170 |
2.618 |
117-294 |
1.618 |
117-174 |
1.000 |
117-100 |
0.618 |
117-054 |
HIGH |
116-300 |
0.618 |
116-254 |
0.500 |
116-240 |
0.382 |
116-226 |
LOW |
116-180 |
0.618 |
116-106 |
1.000 |
116-060 |
1.618 |
115-306 |
2.618 |
115-186 |
4.250 |
114-310 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
116-247 |
116-285 |
PP |
116-243 |
116-273 |
S1 |
116-240 |
116-262 |
|