ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-210 |
115-160 |
-0-050 |
-0.1% |
115-250 |
| High |
115-210 |
115-240 |
0-030 |
0.1% |
116-047 |
| Low |
115-142 |
115-160 |
0-018 |
0.0% |
115-150 |
| Close |
115-185 |
115-210 |
0-025 |
0.1% |
115-200 |
| Range |
0-068 |
0-080 |
0-012 |
17.6% |
0-217 |
| ATR |
0-102 |
0-101 |
-0-002 |
-1.5% |
0-000 |
| Volume |
564,058 |
283,842 |
-280,216 |
-49.7% |
1,946,397 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-123 |
116-087 |
115-254 |
|
| R3 |
116-043 |
116-007 |
115-232 |
|
| R2 |
115-283 |
115-283 |
115-225 |
|
| R1 |
115-247 |
115-247 |
115-217 |
115-265 |
| PP |
115-203 |
115-203 |
115-203 |
115-212 |
| S1 |
115-167 |
115-167 |
115-203 |
115-185 |
| S2 |
115-123 |
115-123 |
115-195 |
|
| S3 |
115-043 |
115-087 |
115-188 |
|
| S4 |
114-283 |
115-007 |
115-166 |
|
|
| 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 |
116-260 |
|
2.618 |
116-129 |
|
1.618 |
116-049 |
|
1.000 |
116-000 |
|
0.618 |
115-289 |
|
HIGH |
115-240 |
|
0.618 |
115-209 |
|
0.500 |
115-200 |
|
0.382 |
115-191 |
|
LOW |
115-160 |
|
0.618 |
115-111 |
|
1.000 |
115-080 |
|
1.618 |
115-031 |
|
2.618 |
114-271 |
|
4.250 |
114-140 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-207 |
115-230 |
| PP |
115-203 |
115-223 |
| S1 |
115-200 |
115-216 |
|