ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-300 |
115-210 |
-0-090 |
-0.2% |
115-250 |
High |
115-317 |
115-210 |
-0-107 |
-0.3% |
116-047 |
Low |
115-150 |
115-142 |
-0-008 |
0.0% |
115-150 |
Close |
115-200 |
115-185 |
-0-015 |
0.0% |
115-200 |
Range |
0-167 |
0-068 |
-0-099 |
-59.3% |
0-217 |
ATR |
0-105 |
0-102 |
-0-003 |
-2.5% |
0-000 |
Volume |
477,886 |
564,058 |
86,172 |
18.0% |
1,946,397 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-063 |
116-032 |
115-222 |
|
R3 |
115-315 |
115-284 |
115-204 |
|
R2 |
115-247 |
115-247 |
115-197 |
|
R1 |
115-216 |
115-216 |
115-191 |
115-198 |
PP |
115-179 |
115-179 |
115-179 |
115-170 |
S1 |
115-148 |
115-148 |
115-179 |
115-130 |
S2 |
115-111 |
115-111 |
115-173 |
|
S3 |
115-043 |
115-080 |
115-166 |
|
S4 |
114-295 |
115-012 |
115-148 |
|
|
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 |
116-179 |
2.618 |
116-068 |
1.618 |
116-000 |
1.000 |
115-278 |
0.618 |
115-252 |
HIGH |
115-210 |
0.618 |
115-184 |
0.500 |
115-176 |
0.382 |
115-168 |
LOW |
115-142 |
0.618 |
115-100 |
1.000 |
115-074 |
1.618 |
115-032 |
2.618 |
114-284 |
4.250 |
114-173 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-182 |
115-254 |
PP |
115-179 |
115-231 |
S1 |
115-176 |
115-208 |
|