ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
115-292 |
0-042 |
0.1% |
114-260 |
| High |
115-312 |
116-010 |
0-018 |
0.0% |
116-020 |
| Low |
115-230 |
115-237 |
0-007 |
0.0% |
114-250 |
| Close |
115-295 |
115-315 |
0-020 |
0.1% |
115-300 |
| Range |
0-082 |
0-093 |
0-011 |
13.4% |
1-090 |
| ATR |
0-100 |
0-099 |
0-000 |
-0.5% |
0-000 |
| Volume |
413,352 |
355,312 |
-58,040 |
-14.0% |
1,519,572 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-253 |
116-217 |
116-046 |
|
| R3 |
116-160 |
116-124 |
116-021 |
|
| R2 |
116-067 |
116-067 |
116-012 |
|
| R1 |
116-031 |
116-031 |
116-004 |
116-049 |
| PP |
115-294 |
115-294 |
115-294 |
115-303 |
| S1 |
115-258 |
115-258 |
115-306 |
115-276 |
| S2 |
115-201 |
115-201 |
115-298 |
|
| S3 |
115-108 |
115-165 |
115-289 |
|
| S4 |
115-015 |
115-072 |
115-264 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
118-310 |
116-206 |
|
| R3 |
118-050 |
117-220 |
116-093 |
|
| R2 |
116-280 |
116-280 |
116-055 |
|
| R1 |
116-130 |
116-130 |
116-018 |
116-205 |
| PP |
115-190 |
115-190 |
115-190 |
115-228 |
| S1 |
115-040 |
115-040 |
115-262 |
115-115 |
| S2 |
114-100 |
114-100 |
115-225 |
|
| S3 |
113-010 |
113-270 |
115-187 |
|
| S4 |
111-240 |
112-180 |
115-074 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-085 |
|
2.618 |
116-253 |
|
1.618 |
116-160 |
|
1.000 |
116-103 |
|
0.618 |
116-067 |
|
HIGH |
116-010 |
|
0.618 |
115-294 |
|
0.500 |
115-284 |
|
0.382 |
115-273 |
|
LOW |
115-237 |
|
0.618 |
115-180 |
|
1.000 |
115-144 |
|
1.618 |
115-087 |
|
2.618 |
114-314 |
|
4.250 |
114-162 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-304 |
115-298 |
| PP |
115-294 |
115-282 |
| S1 |
115-284 |
115-265 |
|