ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-065 |
116-000 |
-1-065 |
-1.0% |
116-290 |
| High |
117-095 |
116-050 |
-1-045 |
-1.0% |
117-175 |
| Low |
115-285 |
115-090 |
-0-195 |
-0.5% |
116-210 |
| Close |
116-030 |
115-175 |
-0-175 |
-0.5% |
116-310 |
| Range |
1-130 |
0-280 |
-0-170 |
-37.8% |
0-285 |
| ATR |
0-177 |
0-184 |
0-007 |
4.2% |
0-000 |
| Volume |
587,672 |
1,676,497 |
1,088,825 |
185.3% |
3,927,676 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-092 |
117-253 |
116-009 |
|
| R3 |
117-132 |
116-293 |
115-252 |
|
| R2 |
116-172 |
116-172 |
115-226 |
|
| R1 |
116-013 |
116-013 |
115-201 |
115-272 |
| PP |
115-212 |
115-212 |
115-212 |
115-181 |
| S1 |
115-053 |
115-053 |
115-149 |
114-312 |
| S2 |
114-252 |
114-252 |
115-124 |
|
| S3 |
113-292 |
114-093 |
115-098 |
|
| S4 |
113-012 |
113-133 |
115-021 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-233 |
119-077 |
117-147 |
|
| R3 |
118-268 |
118-112 |
117-068 |
|
| R2 |
117-303 |
117-303 |
117-042 |
|
| R1 |
117-147 |
117-147 |
117-016 |
117-225 |
| PP |
117-018 |
117-018 |
117-018 |
117-058 |
| S1 |
116-182 |
116-182 |
116-284 |
116-260 |
| S2 |
116-053 |
116-053 |
116-258 |
|
| S3 |
115-088 |
115-217 |
116-232 |
|
| S4 |
114-123 |
114-252 |
116-153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-150 |
115-090 |
2-060 |
1.9% |
0-226 |
0.6% |
12% |
False |
True |
883,270 |
| 10 |
117-175 |
115-090 |
2-085 |
2.0% |
0-197 |
0.5% |
12% |
False |
True |
828,639 |
| 20 |
117-225 |
115-090 |
2-135 |
2.1% |
0-170 |
0.5% |
11% |
False |
True |
790,198 |
| 40 |
117-225 |
115-090 |
2-135 |
2.1% |
0-172 |
0.5% |
11% |
False |
True |
439,031 |
| 60 |
117-225 |
113-180 |
4-045 |
3.6% |
0-166 |
0.4% |
48% |
False |
False |
292,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-280 |
|
2.618 |
118-143 |
|
1.618 |
117-183 |
|
1.000 |
117-010 |
|
0.618 |
116-223 |
|
HIGH |
116-050 |
|
0.618 |
115-263 |
|
0.500 |
115-230 |
|
0.382 |
115-197 |
|
LOW |
115-090 |
|
0.618 |
114-237 |
|
1.000 |
114-130 |
|
1.618 |
113-277 |
|
2.618 |
112-317 |
|
4.250 |
111-180 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-230 |
116-120 |
| PP |
115-212 |
116-032 |
| S1 |
115-193 |
115-263 |
|