ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-300 |
116-020 |
0-040 |
0.1% |
115-150 |
| High |
115-300 |
116-020 |
0-040 |
0.1% |
115-230 |
| Low |
115-300 |
115-300 |
0-000 |
0.0% |
115-030 |
| Close |
115-290 |
115-290 |
0-000 |
0.0% |
115-120 |
| Range |
0-000 |
0-040 |
0-040 |
|
0-200 |
| ATR |
0-085 |
0-082 |
-0-002 |
-2.9% |
0-000 |
| Volume |
294 |
252 |
-42 |
-14.3% |
1,364 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-110 |
116-080 |
115-312 |
|
| R3 |
116-070 |
116-040 |
115-301 |
|
| R2 |
116-030 |
116-030 |
115-297 |
|
| R1 |
116-000 |
116-000 |
115-294 |
115-315 |
| PP |
115-310 |
115-310 |
115-310 |
115-308 |
| S1 |
115-280 |
115-280 |
115-286 |
115-275 |
| S2 |
115-270 |
115-270 |
115-283 |
|
| S3 |
115-230 |
115-240 |
115-279 |
|
| S4 |
115-190 |
115-200 |
115-268 |
|
|
| 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 |
116-190 |
|
2.618 |
116-125 |
|
1.618 |
116-085 |
|
1.000 |
116-060 |
|
0.618 |
116-045 |
|
HIGH |
116-020 |
|
0.618 |
116-005 |
|
0.500 |
116-000 |
|
0.382 |
115-315 |
|
LOW |
115-300 |
|
0.618 |
115-275 |
|
1.000 |
115-260 |
|
1.618 |
115-235 |
|
2.618 |
115-195 |
|
4.250 |
115-130 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-000 |
115-272 |
| PP |
115-310 |
115-253 |
| S1 |
115-300 |
115-235 |
|