ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-280 |
115-050 |
-0-230 |
-0.6% |
115-130 |
| High |
115-280 |
115-050 |
-0-230 |
-0.6% |
116-020 |
| Low |
115-280 |
114-190 |
-1-090 |
-1.1% |
115-130 |
| Close |
115-270 |
114-210 |
-1-060 |
-1.0% |
115-170 |
| Range |
0-000 |
0-180 |
0-180 |
|
0-210 |
| ATR |
0-074 |
0-097 |
0-023 |
31.5% |
0-000 |
| Volume |
13 |
3 |
-10 |
-76.9% |
1,003 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-157 |
116-043 |
114-309 |
|
| R3 |
115-297 |
115-183 |
114-260 |
|
| R2 |
115-117 |
115-117 |
114-243 |
|
| R1 |
115-003 |
115-003 |
114-226 |
114-290 |
| PP |
114-257 |
114-257 |
114-257 |
114-240 |
| S1 |
114-143 |
114-143 |
114-194 |
114-110 |
| S2 |
114-077 |
114-077 |
114-177 |
|
| S3 |
113-217 |
113-283 |
114-160 |
|
| S4 |
113-037 |
113-103 |
114-111 |
|
|
| 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 |
117-175 |
|
2.618 |
116-201 |
|
1.618 |
116-021 |
|
1.000 |
115-230 |
|
0.618 |
115-161 |
|
HIGH |
115-050 |
|
0.618 |
114-301 |
|
0.500 |
114-280 |
|
0.382 |
114-259 |
|
LOW |
114-190 |
|
0.618 |
114-079 |
|
1.000 |
114-010 |
|
1.618 |
113-219 |
|
2.618 |
113-039 |
|
4.250 |
112-065 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-280 |
115-075 |
| PP |
114-257 |
115-013 |
| S1 |
114-233 |
114-272 |
|