ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
114-140 |
114-110 |
-0-030 |
-0.1% |
115-240 |
High |
114-170 |
114-160 |
-0-010 |
0.0% |
115-280 |
Low |
114-090 |
114-110 |
0-020 |
0.1% |
114-000 |
Close |
114-160 |
114-160 |
0-000 |
0.0% |
114-160 |
Range |
0-080 |
0-050 |
-0-030 |
-37.5% |
1-280 |
ATR |
0-107 |
0-103 |
-0-004 |
-3.8% |
0-000 |
Volume |
7,682 |
2,629 |
-5,053 |
-65.8% |
8,147 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-293 |
114-277 |
114-188 |
|
R3 |
114-243 |
114-227 |
114-174 |
|
R2 |
114-193 |
114-193 |
114-169 |
|
R1 |
114-177 |
114-177 |
114-165 |
114-185 |
PP |
114-143 |
114-143 |
114-143 |
114-148 |
S1 |
114-127 |
114-127 |
114-155 |
114-135 |
S2 |
114-093 |
114-093 |
114-151 |
|
S3 |
114-043 |
114-077 |
114-146 |
|
S4 |
113-313 |
114-027 |
114-132 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-133 |
119-107 |
115-170 |
|
R3 |
118-173 |
117-147 |
115-005 |
|
R2 |
116-213 |
116-213 |
114-270 |
|
R1 |
115-187 |
115-187 |
114-215 |
115-060 |
PP |
114-253 |
114-253 |
114-253 |
114-190 |
S1 |
113-227 |
113-227 |
114-105 |
113-100 |
S2 |
112-293 |
112-293 |
114-050 |
|
S3 |
111-013 |
111-267 |
113-315 |
|
S4 |
109-053 |
109-307 |
113-150 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-052 |
2.618 |
114-291 |
1.618 |
114-241 |
1.000 |
114-210 |
0.618 |
114-191 |
HIGH |
114-160 |
0.618 |
114-141 |
0.500 |
114-135 |
0.382 |
114-129 |
LOW |
114-110 |
0.618 |
114-079 |
1.000 |
114-060 |
1.618 |
114-029 |
2.618 |
113-299 |
4.250 |
113-218 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
114-152 |
114-140 |
PP |
114-143 |
114-120 |
S1 |
114-135 |
114-100 |
|