ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-317 |
115-300 |
-0-017 |
0.0% |
115-250 |
| High |
116-047 |
115-317 |
-0-050 |
-0.1% |
116-047 |
| Low |
115-235 |
115-150 |
-0-085 |
-0.2% |
115-150 |
| Close |
115-295 |
115-200 |
-0-095 |
-0.3% |
115-200 |
| Range |
0-132 |
0-167 |
0-035 |
26.5% |
0-217 |
| ATR |
0-100 |
0-105 |
0-005 |
4.8% |
0-000 |
| Volume |
366,359 |
477,886 |
111,527 |
30.4% |
1,946,397 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-083 |
116-309 |
115-292 |
|
| R3 |
116-236 |
116-142 |
115-246 |
|
| R2 |
116-069 |
116-069 |
115-231 |
|
| R1 |
115-295 |
115-295 |
115-215 |
115-258 |
| PP |
115-222 |
115-222 |
115-222 |
115-204 |
| S1 |
115-128 |
115-128 |
115-185 |
115-092 |
| S2 |
115-055 |
115-055 |
115-169 |
|
| S3 |
114-208 |
114-281 |
115-154 |
|
| S4 |
114-041 |
114-114 |
115-108 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-250 |
117-122 |
115-319 |
|
| R3 |
117-033 |
116-225 |
115-260 |
|
| R2 |
116-136 |
116-136 |
115-240 |
|
| R1 |
116-008 |
116-008 |
115-220 |
115-284 |
| PP |
115-239 |
115-239 |
115-239 |
115-217 |
| S1 |
115-111 |
115-111 |
115-180 |
115-066 |
| S2 |
115-022 |
115-022 |
115-160 |
|
| S3 |
114-125 |
114-214 |
115-140 |
|
| S4 |
113-228 |
113-317 |
115-081 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-067 |
|
2.618 |
117-114 |
|
1.618 |
116-267 |
|
1.000 |
116-164 |
|
0.618 |
116-100 |
|
HIGH |
115-317 |
|
0.618 |
115-253 |
|
0.500 |
115-234 |
|
0.382 |
115-214 |
|
LOW |
115-150 |
|
0.618 |
115-047 |
|
1.000 |
114-303 |
|
1.618 |
114-200 |
|
2.618 |
114-033 |
|
4.250 |
113-080 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-234 |
115-258 |
| PP |
115-222 |
115-239 |
| S1 |
115-211 |
115-220 |
|