ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-292 |
116-002 |
0-030 |
0.1% |
114-260 |
High |
116-010 |
116-020 |
0-010 |
0.0% |
116-020 |
Low |
115-237 |
115-265 |
0-028 |
0.1% |
114-250 |
Close |
115-315 |
115-317 |
0-002 |
0.0% |
115-300 |
Range |
0-093 |
0-075 |
-0-018 |
-19.4% |
1-090 |
ATR |
0-099 |
0-098 |
-0-002 |
-1.7% |
0-000 |
Volume |
355,312 |
333,488 |
-21,824 |
-6.1% |
1,519,572 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-212 |
116-180 |
116-038 |
|
R3 |
116-137 |
116-105 |
116-018 |
|
R2 |
116-062 |
116-062 |
116-011 |
|
R1 |
116-030 |
116-030 |
116-004 |
116-008 |
PP |
115-307 |
115-307 |
115-307 |
115-297 |
S1 |
115-275 |
115-275 |
115-310 |
115-254 |
S2 |
115-232 |
115-232 |
115-303 |
|
S3 |
115-157 |
115-200 |
115-296 |
|
S4 |
115-082 |
115-125 |
115-276 |
|
|
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 |
117-019 |
2.618 |
116-216 |
1.618 |
116-141 |
1.000 |
116-095 |
0.618 |
116-066 |
HIGH |
116-020 |
0.618 |
115-311 |
0.500 |
115-302 |
0.382 |
115-294 |
LOW |
115-265 |
0.618 |
115-219 |
1.000 |
115-190 |
1.618 |
115-144 |
2.618 |
115-069 |
4.250 |
114-266 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-312 |
115-306 |
PP |
115-307 |
115-296 |
S1 |
115-302 |
115-285 |
|