ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-130 |
115-300 |
0-170 |
0.5% |
115-150 |
High |
115-130 |
115-300 |
0-170 |
0.5% |
115-230 |
Low |
115-130 |
115-300 |
0-170 |
0.5% |
115-030 |
Close |
115-130 |
115-290 |
0-160 |
0.4% |
115-120 |
Range |
|
|
|
|
|
ATR |
0-078 |
0-085 |
0-007 |
8.4% |
0-000 |
Volume |
49 |
294 |
245 |
500.0% |
1,364 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-297 |
115-293 |
115-290 |
|
R3 |
115-297 |
115-293 |
115-290 |
|
R2 |
115-297 |
115-297 |
115-290 |
|
R1 |
115-293 |
115-293 |
115-290 |
115-295 |
PP |
115-297 |
115-297 |
115-297 |
115-298 |
S1 |
115-293 |
115-293 |
115-290 |
115-295 |
S2 |
115-297 |
115-297 |
115-290 |
|
S3 |
115-297 |
115-293 |
115-290 |
|
S4 |
115-297 |
115-293 |
115-290 |
|
|
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 |
115-300 |
2.618 |
115-300 |
1.618 |
115-300 |
1.000 |
115-300 |
0.618 |
115-300 |
HIGH |
115-300 |
0.618 |
115-300 |
0.500 |
115-300 |
0.382 |
115-300 |
LOW |
115-300 |
0.618 |
115-300 |
1.000 |
115-300 |
1.618 |
115-300 |
2.618 |
115-300 |
4.250 |
115-300 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-300 |
115-265 |
PP |
115-297 |
115-240 |
S1 |
115-293 |
115-215 |
|