ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-270 |
116-000 |
0-050 |
0.1% |
114-110 |
High |
115-270 |
116-000 |
0-050 |
0.1% |
115-270 |
Low |
115-270 |
116-000 |
0-050 |
0.1% |
114-110 |
Close |
116-020 |
115-310 |
-0-030 |
-0.1% |
116-020 |
Range |
|
|
|
|
|
ATR |
0-101 |
0-095 |
-0-006 |
-5.7% |
0-000 |
Volume |
31 |
1 |
-30 |
-96.8% |
68 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-317 |
115-313 |
115-310 |
|
R3 |
115-317 |
115-313 |
115-310 |
|
R2 |
115-317 |
115-317 |
115-310 |
|
R1 |
115-313 |
115-313 |
115-310 |
115-315 |
PP |
115-317 |
115-317 |
115-317 |
115-318 |
S1 |
115-313 |
115-313 |
115-310 |
115-315 |
S2 |
115-317 |
115-317 |
115-310 |
|
S3 |
115-317 |
115-313 |
115-310 |
|
S4 |
115-317 |
115-313 |
115-310 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-293 |
119-157 |
116-284 |
|
R3 |
118-133 |
117-317 |
116-152 |
|
R2 |
116-293 |
116-293 |
116-108 |
|
R1 |
116-157 |
116-157 |
116-064 |
116-225 |
PP |
115-133 |
115-133 |
115-133 |
115-168 |
S1 |
114-317 |
114-317 |
115-296 |
115-065 |
S2 |
113-293 |
113-293 |
115-252 |
|
S3 |
112-133 |
113-157 |
115-208 |
|
S4 |
110-293 |
111-317 |
115-076 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-000 |
2.618 |
116-000 |
1.618 |
116-000 |
1.000 |
116-000 |
0.618 |
116-000 |
HIGH |
116-000 |
0.618 |
116-000 |
0.500 |
116-000 |
0.382 |
116-000 |
LOW |
116-000 |
0.618 |
116-000 |
1.000 |
116-000 |
1.618 |
116-000 |
2.618 |
116-000 |
4.250 |
116-000 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
116-000 |
115-298 |
PP |
115-317 |
115-287 |
S1 |
115-313 |
115-275 |
|