ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-187 |
115-162 |
-0-025 |
-0.1% |
115-210 |
| High |
115-202 |
115-197 |
-0-005 |
0.0% |
115-240 |
| Low |
115-140 |
115-080 |
-0-060 |
-0.2% |
114-285 |
| Close |
115-162 |
115-090 |
-0-072 |
-0.2% |
115-080 |
| Range |
0-062 |
0-117 |
0-055 |
88.7% |
0-275 |
| ATR |
0-102 |
0-103 |
0-001 |
1.1% |
0-000 |
| Volume |
449,423 |
350,853 |
-98,570 |
-21.9% |
2,094,301 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-153 |
116-079 |
115-154 |
|
| R3 |
116-036 |
115-282 |
115-122 |
|
| R2 |
115-239 |
115-239 |
115-111 |
|
| R1 |
115-165 |
115-165 |
115-101 |
115-144 |
| PP |
115-122 |
115-122 |
115-122 |
115-112 |
| S1 |
115-048 |
115-048 |
115-079 |
115-026 |
| S2 |
115-005 |
115-005 |
115-069 |
|
| S3 |
114-208 |
114-251 |
115-058 |
|
| S4 |
114-091 |
114-134 |
115-026 |
|
|
| 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 |
117-054 |
|
2.618 |
116-183 |
|
1.618 |
116-066 |
|
1.000 |
115-314 |
|
0.618 |
115-269 |
|
HIGH |
115-197 |
|
0.618 |
115-152 |
|
0.500 |
115-138 |
|
0.382 |
115-125 |
|
LOW |
115-080 |
|
0.618 |
115-008 |
|
1.000 |
114-283 |
|
1.618 |
114-211 |
|
2.618 |
114-094 |
|
4.250 |
113-223 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-138 |
115-148 |
| PP |
115-122 |
115-128 |
| S1 |
115-106 |
115-109 |
|