ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-160 |
115-210 |
0-050 |
0.1% |
115-250 |
| High |
115-240 |
115-225 |
-0-015 |
0.0% |
116-047 |
| Low |
115-160 |
115-122 |
-0-038 |
-0.1% |
115-150 |
| Close |
115-210 |
115-142 |
-0-068 |
-0.2% |
115-200 |
| Range |
0-080 |
0-103 |
0-023 |
28.8% |
0-217 |
| ATR |
0-101 |
0-101 |
0-000 |
0.2% |
0-000 |
| Volume |
283,842 |
351,926 |
68,084 |
24.0% |
1,946,397 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-152 |
116-090 |
115-199 |
|
| R3 |
116-049 |
115-307 |
115-170 |
|
| R2 |
115-266 |
115-266 |
115-161 |
|
| R1 |
115-204 |
115-204 |
115-151 |
115-184 |
| PP |
115-163 |
115-163 |
115-163 |
115-153 |
| S1 |
115-101 |
115-101 |
115-133 |
115-080 |
| S2 |
115-060 |
115-060 |
115-123 |
|
| S3 |
114-277 |
114-318 |
115-114 |
|
| S4 |
114-174 |
114-215 |
115-085 |
|
|
| 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 |
117-023 |
|
2.618 |
116-175 |
|
1.618 |
116-072 |
|
1.000 |
116-008 |
|
0.618 |
115-289 |
|
HIGH |
115-225 |
|
0.618 |
115-186 |
|
0.500 |
115-174 |
|
0.382 |
115-161 |
|
LOW |
115-122 |
|
0.618 |
115-058 |
|
1.000 |
115-019 |
|
1.618 |
114-275 |
|
2.618 |
114-172 |
|
4.250 |
114-004 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-174 |
115-181 |
| PP |
115-163 |
115-168 |
| S1 |
115-152 |
115-155 |
|