ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-162 |
115-082 |
-0-080 |
-0.2% |
115-097 |
High |
115-197 |
115-107 |
-0-090 |
-0.2% |
115-220 |
Low |
115-080 |
115-015 |
-0-065 |
-0.2% |
115-015 |
Close |
115-090 |
115-030 |
-0-060 |
-0.2% |
115-030 |
Range |
0-117 |
0-092 |
-0-025 |
-21.4% |
0-205 |
ATR |
0-103 |
0-102 |
-0-001 |
-0.8% |
0-000 |
Volume |
350,853 |
433,136 |
82,283 |
23.5% |
2,115,550 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-007 |
115-270 |
115-081 |
|
R3 |
115-235 |
115-178 |
115-055 |
|
R2 |
115-143 |
115-143 |
115-047 |
|
R1 |
115-086 |
115-086 |
115-038 |
115-068 |
PP |
115-051 |
115-051 |
115-051 |
115-042 |
S1 |
114-314 |
114-314 |
115-022 |
114-296 |
S2 |
114-279 |
114-279 |
115-013 |
|
S3 |
114-187 |
114-222 |
115-005 |
|
S4 |
114-095 |
114-130 |
114-299 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-063 |
116-252 |
115-143 |
|
R3 |
116-178 |
116-047 |
115-086 |
|
R2 |
115-293 |
115-293 |
115-068 |
|
R1 |
115-162 |
115-162 |
115-049 |
115-125 |
PP |
115-088 |
115-088 |
115-088 |
115-070 |
S1 |
114-277 |
114-277 |
115-011 |
114-240 |
S2 |
114-203 |
114-203 |
114-312 |
|
S3 |
113-318 |
114-072 |
114-294 |
|
S4 |
113-113 |
113-187 |
114-237 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-178 |
2.618 |
116-028 |
1.618 |
115-256 |
1.000 |
115-199 |
0.618 |
115-164 |
HIGH |
115-107 |
0.618 |
115-072 |
0.500 |
115-061 |
0.382 |
115-050 |
LOW |
115-015 |
0.618 |
114-278 |
1.000 |
114-243 |
1.618 |
114-186 |
2.618 |
114-094 |
4.250 |
113-264 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-061 |
115-108 |
PP |
115-051 |
115-082 |
S1 |
115-040 |
115-056 |
|