ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-070 |
115-140 |
0-070 |
0.2% |
115-150 |
High |
115-070 |
115-140 |
0-070 |
0.2% |
115-230 |
Low |
115-030 |
115-140 |
0-110 |
0.3% |
115-030 |
Close |
115-120 |
115-120 |
0-000 |
0.0% |
115-120 |
Range |
0-040 |
0-000 |
-0-040 |
-100.0% |
0-200 |
ATR |
0-088 |
0-083 |
-0-005 |
-5.5% |
0-000 |
Volume |
71 |
6 |
-65 |
-91.5% |
1,364 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-133 |
115-127 |
115-120 |
|
R3 |
115-133 |
115-127 |
115-120 |
|
R2 |
115-133 |
115-133 |
115-120 |
|
R1 |
115-127 |
115-127 |
115-120 |
115-130 |
PP |
115-133 |
115-133 |
115-133 |
115-135 |
S1 |
115-127 |
115-127 |
115-120 |
115-130 |
S2 |
115-133 |
115-133 |
115-120 |
|
S3 |
115-133 |
115-127 |
115-120 |
|
S4 |
115-133 |
115-127 |
115-120 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-087 |
116-303 |
115-230 |
|
R3 |
116-207 |
116-103 |
115-175 |
|
R2 |
116-007 |
116-007 |
115-157 |
|
R1 |
115-223 |
115-223 |
115-138 |
115-175 |
PP |
115-127 |
115-127 |
115-127 |
115-102 |
S1 |
115-023 |
115-023 |
115-102 |
114-295 |
S2 |
114-247 |
114-247 |
115-083 |
|
S3 |
114-047 |
114-143 |
115-065 |
|
S4 |
113-167 |
113-263 |
115-010 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-140 |
2.618 |
115-140 |
1.618 |
115-140 |
1.000 |
115-140 |
0.618 |
115-140 |
HIGH |
115-140 |
0.618 |
115-140 |
0.500 |
115-140 |
0.382 |
115-140 |
LOW |
115-140 |
0.618 |
115-140 |
1.000 |
115-140 |
1.618 |
115-140 |
2.618 |
115-140 |
4.250 |
115-140 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-140 |
115-110 |
PP |
115-133 |
115-100 |
S1 |
115-127 |
115-090 |
|