ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
116-000 |
115-235 |
-0-085 |
-0.2% |
116-300 |
High |
116-050 |
116-015 |
-0-035 |
-0.1% |
117-150 |
Low |
115-090 |
115-165 |
0-075 |
0.2% |
115-090 |
Close |
115-175 |
115-305 |
0-130 |
0.4% |
115-305 |
Range |
0-280 |
0-170 |
-0-110 |
-39.3% |
2-060 |
ATR |
0-184 |
0-183 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,676,497 |
1,580,377 |
-96,120 |
-5.7% |
5,175,245 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-138 |
117-072 |
116-078 |
|
R3 |
116-288 |
116-222 |
116-032 |
|
R2 |
116-118 |
116-118 |
116-016 |
|
R1 |
116-052 |
116-052 |
116-001 |
116-085 |
PP |
115-268 |
115-268 |
115-268 |
115-285 |
S1 |
115-202 |
115-202 |
115-289 |
115-235 |
S2 |
115-098 |
115-098 |
115-274 |
|
S3 |
114-248 |
115-032 |
115-258 |
|
S4 |
114-078 |
114-182 |
115-212 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-255 |
121-180 |
117-050 |
|
R3 |
120-195 |
119-120 |
116-178 |
|
R2 |
118-135 |
118-135 |
116-113 |
|
R1 |
117-060 |
117-060 |
116-049 |
116-228 |
PP |
116-075 |
116-075 |
116-075 |
115-319 |
S1 |
115-000 |
115-000 |
115-241 |
114-168 |
S2 |
114-015 |
114-015 |
115-177 |
|
S3 |
111-275 |
112-260 |
115-112 |
|
S4 |
109-215 |
110-200 |
114-240 |
|
|
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% |
0-228 |
0.6% |
31% |
False |
False |
1,035,049 |
10 |
117-175 |
115-090 |
2-085 |
2.0% |
0-190 |
0.5% |
30% |
False |
False |
910,292 |
20 |
117-225 |
115-090 |
2-135 |
2.1% |
0-172 |
0.5% |
28% |
False |
False |
825,355 |
40 |
117-225 |
115-090 |
2-135 |
2.1% |
0-168 |
0.5% |
28% |
False |
False |
478,423 |
60 |
117-225 |
113-180 |
4-045 |
3.6% |
0-168 |
0.5% |
58% |
False |
False |
319,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-098 |
2.618 |
117-140 |
1.618 |
116-290 |
1.000 |
116-185 |
0.618 |
116-120 |
HIGH |
116-015 |
0.618 |
115-270 |
0.500 |
115-250 |
0.382 |
115-230 |
LOW |
115-165 |
0.618 |
115-060 |
1.000 |
114-315 |
1.618 |
114-210 |
2.618 |
114-040 |
4.250 |
113-082 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-287 |
116-092 |
PP |
115-268 |
116-057 |
S1 |
115-250 |
116-021 |
|