ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-140 |
115-082 |
-0-058 |
-0.2% |
115-210 |
| High |
115-155 |
115-132 |
-0-023 |
-0.1% |
115-240 |
| Low |
115-067 |
114-285 |
-0-102 |
-0.3% |
114-285 |
| Close |
115-090 |
115-080 |
-0-010 |
0.0% |
115-080 |
| Range |
0-088 |
0-167 |
0-079 |
89.8% |
0-275 |
| ATR |
0-100 |
0-105 |
0-005 |
4.8% |
0-000 |
| Volume |
434,896 |
459,579 |
24,683 |
5.7% |
2,094,301 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-240 |
116-167 |
115-172 |
|
| R3 |
116-073 |
116-000 |
115-126 |
|
| R2 |
115-226 |
115-226 |
115-111 |
|
| R1 |
115-153 |
115-153 |
115-095 |
115-106 |
| PP |
115-059 |
115-059 |
115-059 |
115-036 |
| S1 |
114-306 |
114-306 |
115-065 |
114-259 |
| S2 |
114-212 |
114-212 |
115-049 |
|
| S3 |
114-045 |
114-139 |
115-034 |
|
| S4 |
113-198 |
113-292 |
114-308 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-280 |
117-135 |
115-231 |
|
| R3 |
117-005 |
116-180 |
115-156 |
|
| R2 |
116-050 |
116-050 |
115-130 |
|
| R1 |
115-225 |
115-225 |
115-105 |
115-160 |
| PP |
115-095 |
115-095 |
115-095 |
115-062 |
| S1 |
114-270 |
114-270 |
115-055 |
114-205 |
| S2 |
114-140 |
114-140 |
115-030 |
|
| S3 |
113-185 |
113-315 |
115-004 |
|
| S4 |
112-230 |
113-040 |
114-249 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-202 |
|
2.618 |
116-249 |
|
1.618 |
116-082 |
|
1.000 |
115-299 |
|
0.618 |
115-235 |
|
HIGH |
115-132 |
|
0.618 |
115-068 |
|
0.500 |
115-048 |
|
0.382 |
115-029 |
|
LOW |
114-285 |
|
0.618 |
114-182 |
|
1.000 |
114-118 |
|
1.618 |
114-015 |
|
2.618 |
113-168 |
|
4.250 |
112-215 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-070 |
115-095 |
| PP |
115-059 |
115-090 |
| S1 |
115-048 |
115-085 |
|