ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-100 |
115-087 |
-0-013 |
0.0% |
115-097 |
High |
115-150 |
115-102 |
-0-048 |
-0.1% |
115-220 |
Low |
115-082 |
114-135 |
-0-267 |
-0.7% |
115-015 |
Close |
115-100 |
114-182 |
-0-238 |
-0.6% |
115-030 |
Range |
0-068 |
0-287 |
0-219 |
322.1% |
0-205 |
ATR |
0-100 |
0-113 |
0-013 |
13.4% |
0-000 |
Volume |
353,261 |
317,874 |
-35,387 |
-10.0% |
2,115,550 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-147 |
116-292 |
115-020 |
|
R3 |
116-180 |
116-005 |
114-261 |
|
R2 |
115-213 |
115-213 |
114-235 |
|
R1 |
115-038 |
115-038 |
114-208 |
114-302 |
PP |
114-246 |
114-246 |
114-246 |
114-218 |
S1 |
114-071 |
114-071 |
114-156 |
114-015 |
S2 |
113-279 |
113-279 |
114-129 |
|
S3 |
112-312 |
113-104 |
114-103 |
|
S4 |
112-025 |
112-137 |
114-024 |
|
|
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 |
119-042 |
2.618 |
117-213 |
1.618 |
116-246 |
1.000 |
116-069 |
0.618 |
115-279 |
HIGH |
115-102 |
0.618 |
114-312 |
0.500 |
114-278 |
0.382 |
114-245 |
LOW |
114-135 |
0.618 |
113-278 |
1.000 |
113-168 |
1.618 |
112-311 |
2.618 |
112-024 |
4.250 |
110-195 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
114-278 |
114-302 |
PP |
114-246 |
114-262 |
S1 |
114-214 |
114-222 |
|