ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-220 |
115-240 |
0-020 |
0.1% |
115-130 |
High |
115-220 |
115-240 |
0-020 |
0.1% |
116-020 |
Low |
115-220 |
115-240 |
0-020 |
0.1% |
115-130 |
Close |
115-170 |
115-270 |
0-100 |
0.3% |
115-170 |
Range |
|
|
|
|
|
ATR |
0-079 |
0-079 |
-0-001 |
-0.8% |
0-000 |
Volume |
164 |
218 |
54 |
32.9% |
1,003 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-250 |
115-260 |
115-270 |
|
R3 |
115-250 |
115-260 |
115-270 |
|
R2 |
115-250 |
115-250 |
115-270 |
|
R1 |
115-260 |
115-260 |
115-270 |
115-255 |
PP |
115-250 |
115-250 |
115-250 |
115-248 |
S1 |
115-260 |
115-260 |
115-270 |
115-255 |
S2 |
115-250 |
115-250 |
115-270 |
|
S3 |
115-250 |
115-260 |
115-270 |
|
S4 |
115-250 |
115-260 |
115-270 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-203 |
117-077 |
115-286 |
|
R3 |
116-313 |
116-187 |
115-228 |
|
R2 |
116-103 |
116-103 |
115-208 |
|
R1 |
115-297 |
115-297 |
115-189 |
116-040 |
PP |
115-213 |
115-213 |
115-213 |
115-245 |
S1 |
115-087 |
115-087 |
115-151 |
115-150 |
S2 |
115-003 |
115-003 |
115-132 |
|
S3 |
114-113 |
114-197 |
115-112 |
|
S4 |
113-223 |
113-307 |
115-054 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-240 |
2.618 |
115-240 |
1.618 |
115-240 |
1.000 |
115-240 |
0.618 |
115-240 |
HIGH |
115-240 |
0.618 |
115-240 |
0.500 |
115-240 |
0.382 |
115-240 |
LOW |
115-240 |
0.618 |
115-240 |
1.000 |
115-240 |
1.618 |
115-240 |
2.618 |
115-240 |
4.250 |
115-240 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-260 |
115-247 |
PP |
115-250 |
115-223 |
S1 |
115-240 |
115-200 |
|