ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-097 |
115-112 |
0-015 |
0.0% |
115-210 |
| High |
115-127 |
115-220 |
0-093 |
0.3% |
115-240 |
| Low |
115-060 |
115-075 |
0-015 |
0.0% |
114-285 |
| Close |
115-105 |
115-197 |
0-092 |
0.2% |
115-080 |
| Range |
0-067 |
0-145 |
0-078 |
116.4% |
0-275 |
| ATR |
0-102 |
0-105 |
0-003 |
3.0% |
0-000 |
| Volume |
585,668 |
296,470 |
-289,198 |
-49.4% |
2,094,301 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-279 |
116-223 |
115-277 |
|
| R3 |
116-134 |
116-078 |
115-237 |
|
| R2 |
115-309 |
115-309 |
115-224 |
|
| R1 |
115-253 |
115-253 |
115-210 |
115-281 |
| PP |
115-164 |
115-164 |
115-164 |
115-178 |
| S1 |
115-108 |
115-108 |
115-184 |
115-136 |
| S2 |
115-019 |
115-019 |
115-170 |
|
| S3 |
114-194 |
114-283 |
115-157 |
|
| S4 |
114-049 |
114-138 |
115-117 |
|
|
| 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 |
117-196 |
|
2.618 |
116-280 |
|
1.618 |
116-135 |
|
1.000 |
116-045 |
|
0.618 |
115-310 |
|
HIGH |
115-220 |
|
0.618 |
115-165 |
|
0.500 |
115-148 |
|
0.382 |
115-130 |
|
LOW |
115-075 |
|
0.618 |
114-305 |
|
1.000 |
114-250 |
|
1.618 |
114-160 |
|
2.618 |
114-015 |
|
4.250 |
113-099 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-180 |
115-162 |
| PP |
115-164 |
115-127 |
| S1 |
115-148 |
115-092 |
|