ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-295 |
115-285 |
-0-010 |
0.0% |
116-300 |
High |
116-025 |
116-010 |
-0-015 |
0.0% |
117-150 |
Low |
115-220 |
115-200 |
-0-020 |
-0.1% |
115-090 |
Close |
115-300 |
115-300 |
0-000 |
0.0% |
115-305 |
Range |
0-125 |
0-130 |
0-005 |
4.0% |
2-060 |
ATR |
0-179 |
0-176 |
-0-004 |
-2.0% |
0-000 |
Volume |
944,486 |
693,670 |
-250,816 |
-26.6% |
5,175,245 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-027 |
116-293 |
116-052 |
|
R3 |
116-217 |
116-163 |
116-016 |
|
R2 |
116-087 |
116-087 |
116-004 |
|
R1 |
116-033 |
116-033 |
115-312 |
116-060 |
PP |
115-277 |
115-277 |
115-277 |
115-290 |
S1 |
115-223 |
115-223 |
115-288 |
115-250 |
S2 |
115-147 |
115-147 |
115-276 |
|
S3 |
115-017 |
115-093 |
115-264 |
|
S4 |
114-207 |
114-283 |
115-228 |
|
|
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 |
117-095 |
115-090 |
2-005 |
1.7% |
0-231 |
0.6% |
33% |
False |
False |
1,096,540 |
10 |
117-175 |
115-090 |
2-085 |
2.0% |
0-182 |
0.5% |
29% |
False |
False |
910,540 |
20 |
117-225 |
115-090 |
2-135 |
2.1% |
0-172 |
0.5% |
27% |
False |
False |
829,887 |
40 |
117-225 |
115-090 |
2-135 |
2.1% |
0-168 |
0.5% |
27% |
False |
False |
519,206 |
60 |
117-225 |
114-000 |
3-225 |
3.2% |
0-164 |
0.4% |
52% |
False |
False |
346,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-242 |
2.618 |
117-030 |
1.618 |
116-220 |
1.000 |
116-140 |
0.618 |
116-090 |
HIGH |
116-010 |
0.618 |
115-280 |
0.500 |
115-265 |
0.382 |
115-250 |
LOW |
115-200 |
0.618 |
115-120 |
1.000 |
115-070 |
1.618 |
114-310 |
2.618 |
114-180 |
4.250 |
113-288 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-288 |
115-285 |
PP |
115-277 |
115-270 |
S1 |
115-265 |
115-255 |
|