ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-082 |
115-017 |
-0-065 |
-0.2% |
115-097 |
| High |
115-107 |
115-120 |
0-013 |
0.0% |
115-220 |
| Low |
115-015 |
115-015 |
0-000 |
0.0% |
115-015 |
| Close |
115-030 |
115-095 |
0-065 |
0.2% |
115-030 |
| Range |
0-092 |
0-105 |
0-013 |
14.1% |
0-205 |
| ATR |
0-102 |
0-102 |
0-000 |
0.2% |
0-000 |
| Volume |
433,136 |
399,855 |
-33,281 |
-7.7% |
2,115,550 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-072 |
116-028 |
115-153 |
|
| R3 |
115-287 |
115-243 |
115-124 |
|
| R2 |
115-182 |
115-182 |
115-114 |
|
| R1 |
115-138 |
115-138 |
115-105 |
115-160 |
| PP |
115-077 |
115-077 |
115-077 |
115-088 |
| S1 |
115-033 |
115-033 |
115-085 |
115-055 |
| S2 |
114-292 |
114-292 |
115-076 |
|
| S3 |
114-187 |
114-248 |
115-066 |
|
| S4 |
114-082 |
114-143 |
115-037 |
|
|
| 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 |
116-246 |
|
2.618 |
116-075 |
|
1.618 |
115-290 |
|
1.000 |
115-225 |
|
0.618 |
115-185 |
|
HIGH |
115-120 |
|
0.618 |
115-080 |
|
0.500 |
115-068 |
|
0.382 |
115-055 |
|
LOW |
115-015 |
|
0.618 |
114-270 |
|
1.000 |
114-230 |
|
1.618 |
114-165 |
|
2.618 |
114-060 |
|
4.250 |
113-209 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-086 |
115-106 |
| PP |
115-077 |
115-102 |
| S1 |
115-068 |
115-099 |
|