ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-225 |
116-290 |
0-065 |
0.2% |
117-005 |
| High |
117-010 |
116-315 |
-0-015 |
0.0% |
117-070 |
| Low |
116-085 |
116-210 |
0-125 |
0.3% |
116-085 |
| Close |
116-255 |
116-275 |
0-020 |
0.1% |
116-255 |
| Range |
0-245 |
0-105 |
-0-140 |
-57.1% |
0-305 |
| ATR |
0-167 |
0-162 |
-0-004 |
-2.6% |
0-000 |
| Volume |
763,848 |
1,033,104 |
269,256 |
35.2% |
3,573,147 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-262 |
117-213 |
117-013 |
|
| R3 |
117-157 |
117-108 |
116-304 |
|
| R2 |
117-052 |
117-052 |
116-294 |
|
| R1 |
117-003 |
117-003 |
116-285 |
116-295 |
| PP |
116-267 |
116-267 |
116-267 |
116-252 |
| S1 |
116-218 |
116-218 |
116-265 |
116-190 |
| S2 |
116-162 |
116-162 |
116-256 |
|
| S3 |
116-057 |
116-113 |
116-246 |
|
| S4 |
115-272 |
116-008 |
116-217 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-198 |
119-052 |
117-103 |
|
| R3 |
118-213 |
118-067 |
117-019 |
|
| R2 |
117-228 |
117-228 |
116-311 |
|
| R1 |
117-082 |
117-082 |
116-283 |
117-002 |
| PP |
116-243 |
116-243 |
116-243 |
116-204 |
| S1 |
116-097 |
116-097 |
116-227 |
116-018 |
| S2 |
115-258 |
115-258 |
116-199 |
|
| S3 |
114-273 |
115-112 |
116-171 |
|
| S4 |
113-288 |
114-127 |
116-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-070 |
116-085 |
0-305 |
0.8% |
0-149 |
0.4% |
62% |
False |
False |
728,744 |
| 10 |
117-225 |
116-085 |
1-140 |
1.2% |
0-154 |
0.4% |
41% |
False |
False |
755,859 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-168 |
0.5% |
62% |
False |
False |
550,752 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-156 |
0.4% |
62% |
False |
False |
277,144 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-145 |
0.4% |
80% |
False |
False |
184,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-121 |
|
2.618 |
117-270 |
|
1.618 |
117-165 |
|
1.000 |
117-100 |
|
0.618 |
117-060 |
|
HIGH |
116-315 |
|
0.618 |
116-275 |
|
0.500 |
116-262 |
|
0.382 |
116-250 |
|
LOW |
116-210 |
|
0.618 |
116-145 |
|
1.000 |
116-105 |
|
1.618 |
116-040 |
|
2.618 |
115-255 |
|
4.250 |
115-084 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-271 |
116-252 |
| PP |
116-267 |
116-230 |
| S1 |
116-262 |
116-208 |
|