ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-290 |
116-295 |
0-005 |
0.0% |
117-005 |
| High |
116-315 |
117-145 |
0-150 |
0.4% |
117-070 |
| Low |
116-210 |
116-240 |
0-030 |
0.1% |
116-085 |
| Close |
116-275 |
117-115 |
0-160 |
0.4% |
116-255 |
| Range |
0-105 |
0-225 |
0-120 |
114.3% |
0-305 |
| ATR |
0-162 |
0-167 |
0-004 |
2.8% |
0-000 |
| Volume |
1,033,104 |
602,570 |
-430,534 |
-41.7% |
3,573,147 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-095 |
119-010 |
117-239 |
|
| R3 |
118-190 |
118-105 |
117-177 |
|
| R2 |
117-285 |
117-285 |
117-156 |
|
| R1 |
117-200 |
117-200 |
117-136 |
117-242 |
| PP |
117-060 |
117-060 |
117-060 |
117-081 |
| S1 |
116-295 |
116-295 |
117-094 |
117-018 |
| S2 |
116-155 |
116-155 |
117-074 |
|
| S3 |
115-250 |
116-070 |
117-053 |
|
| S4 |
115-025 |
115-165 |
116-311 |
|
|
| 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 |
117-145 |
116-085 |
1-060 |
1.0% |
0-168 |
0.4% |
92% |
True |
False |
753,008 |
| 10 |
117-225 |
116-085 |
1-140 |
1.2% |
0-163 |
0.4% |
76% |
False |
False |
749,233 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-171 |
0.5% |
85% |
False |
False |
580,532 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-158 |
0.4% |
85% |
False |
False |
292,189 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-147 |
0.4% |
92% |
False |
False |
194,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-141 |
|
2.618 |
119-094 |
|
1.618 |
118-189 |
|
1.000 |
118-050 |
|
0.618 |
117-284 |
|
HIGH |
117-145 |
|
0.618 |
117-059 |
|
0.500 |
117-032 |
|
0.382 |
117-006 |
|
LOW |
116-240 |
|
0.618 |
116-101 |
|
1.000 |
116-015 |
|
1.618 |
115-196 |
|
2.618 |
114-291 |
|
4.250 |
113-244 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-088 |
117-062 |
| PP |
117-060 |
117-008 |
| S1 |
117-032 |
116-275 |
|