ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-295 |
117-115 |
0-140 |
0.4% |
117-005 |
| High |
117-145 |
117-160 |
0-015 |
0.0% |
117-070 |
| Low |
116-240 |
117-065 |
0-145 |
0.4% |
116-085 |
| Close |
117-115 |
117-115 |
0-000 |
0.0% |
116-255 |
| Range |
0-225 |
0-095 |
-0-130 |
-57.8% |
0-305 |
| ATR |
0-167 |
0-162 |
-0-005 |
-3.1% |
0-000 |
| Volume |
602,570 |
826,151 |
223,581 |
37.1% |
3,573,147 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-078 |
118-032 |
117-167 |
|
| R3 |
117-303 |
117-257 |
117-141 |
|
| R2 |
117-208 |
117-208 |
117-132 |
|
| R1 |
117-162 |
117-162 |
117-124 |
117-162 |
| PP |
117-113 |
117-113 |
117-113 |
117-114 |
| S1 |
117-067 |
117-067 |
117-106 |
117-068 |
| S2 |
117-018 |
117-018 |
117-098 |
|
| S3 |
116-243 |
116-292 |
117-089 |
|
| S4 |
116-148 |
116-197 |
117-063 |
|
|
| 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 |
117-160 |
116-085 |
1-075 |
1.1% |
0-158 |
0.4% |
89% |
True |
False |
787,563 |
| 10 |
117-225 |
116-085 |
1-140 |
1.2% |
0-160 |
0.4% |
76% |
False |
False |
764,808 |
| 20 |
117-225 |
115-150 |
2-075 |
1.9% |
0-164 |
0.4% |
85% |
False |
False |
620,929 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-158 |
0.4% |
85% |
False |
False |
312,828 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-149 |
0.4% |
92% |
False |
False |
208,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-244 |
|
2.618 |
118-089 |
|
1.618 |
117-314 |
|
1.000 |
117-255 |
|
0.618 |
117-219 |
|
HIGH |
117-160 |
|
0.618 |
117-124 |
|
0.500 |
117-112 |
|
0.382 |
117-101 |
|
LOW |
117-065 |
|
0.618 |
117-006 |
|
1.000 |
116-290 |
|
1.618 |
116-231 |
|
2.618 |
116-136 |
|
4.250 |
115-301 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-114 |
117-085 |
| PP |
117-113 |
117-055 |
| S1 |
117-112 |
117-025 |
|