ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-230 |
115-150 |
-0-080 |
-0.2% |
116-000 |
High |
115-230 |
115-150 |
-0-080 |
-0.2% |
116-020 |
Low |
115-180 |
115-150 |
-0-030 |
-0.1% |
115-150 |
Close |
115-210 |
115-150 |
-0-060 |
-0.2% |
115-190 |
Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-190 |
ATR |
0-088 |
0-086 |
-0-002 |
-2.3% |
0-000 |
Volume |
27 |
1,259 |
1,232 |
4,563.0% |
7 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-150 |
115-150 |
115-150 |
|
R3 |
115-150 |
115-150 |
115-150 |
|
R2 |
115-150 |
115-150 |
115-150 |
|
R1 |
115-150 |
115-150 |
115-150 |
115-150 |
PP |
115-150 |
115-150 |
115-150 |
115-150 |
S1 |
115-150 |
115-150 |
115-150 |
115-150 |
S2 |
115-150 |
115-150 |
115-150 |
|
S3 |
115-150 |
115-150 |
115-150 |
|
S4 |
115-150 |
115-150 |
115-150 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-157 |
117-043 |
115-294 |
|
R3 |
116-287 |
116-173 |
115-242 |
|
R2 |
116-097 |
116-097 |
115-225 |
|
R1 |
115-303 |
115-303 |
115-207 |
115-265 |
PP |
115-227 |
115-227 |
115-227 |
115-208 |
S1 |
115-113 |
115-113 |
115-173 |
115-075 |
S2 |
115-037 |
115-037 |
115-155 |
|
S3 |
114-167 |
114-243 |
115-138 |
|
S4 |
113-297 |
114-053 |
115-086 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-150 |
2.618 |
115-150 |
1.618 |
115-150 |
1.000 |
115-150 |
0.618 |
115-150 |
HIGH |
115-150 |
0.618 |
115-150 |
0.500 |
115-150 |
0.382 |
115-150 |
LOW |
115-150 |
0.618 |
115-150 |
1.000 |
115-150 |
1.618 |
115-150 |
2.618 |
115-150 |
4.250 |
115-150 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-150 |
115-190 |
PP |
115-150 |
115-177 |
S1 |
115-150 |
115-163 |
|