ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-150 |
115-070 |
-0-080 |
-0.2% |
116-000 |
| High |
115-150 |
115-070 |
-0-080 |
-0.2% |
116-020 |
| Low |
115-150 |
115-030 |
-0-120 |
-0.3% |
115-150 |
| Close |
115-150 |
115-120 |
-0-030 |
-0.1% |
115-190 |
| Range |
0-000 |
0-040 |
0-040 |
|
0-190 |
| ATR |
0-086 |
0-088 |
0-002 |
2.9% |
0-000 |
| Volume |
1,259 |
71 |
-1,188 |
-94.4% |
7 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-193 |
115-197 |
115-142 |
|
| R3 |
115-153 |
115-157 |
115-131 |
|
| R2 |
115-113 |
115-113 |
115-127 |
|
| R1 |
115-117 |
115-117 |
115-124 |
115-115 |
| PP |
115-073 |
115-073 |
115-073 |
115-072 |
| S1 |
115-077 |
115-077 |
115-116 |
115-075 |
| S2 |
115-033 |
115-033 |
115-113 |
|
| S3 |
114-313 |
115-037 |
115-109 |
|
| S4 |
114-273 |
114-317 |
115-098 |
|
|
| 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 |
115-240 |
|
2.618 |
115-175 |
|
1.618 |
115-135 |
|
1.000 |
115-110 |
|
0.618 |
115-095 |
|
HIGH |
115-070 |
|
0.618 |
115-055 |
|
0.500 |
115-050 |
|
0.382 |
115-045 |
|
LOW |
115-030 |
|
0.618 |
115-005 |
|
1.000 |
114-310 |
|
1.618 |
114-285 |
|
2.618 |
114-245 |
|
4.250 |
114-180 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-097 |
115-130 |
| PP |
115-073 |
115-127 |
| S1 |
115-050 |
115-123 |
|