ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
114-150 |
0-000 |
0.0% |
115-240 |
| High |
114-160 |
115-010 |
0-170 |
0.5% |
115-280 |
| Low |
114-120 |
114-150 |
0-030 |
0.1% |
114-000 |
| Close |
114-160 |
114-260 |
0-100 |
0.3% |
114-160 |
| Range |
0-040 |
0-180 |
0-140 |
350.0% |
1-280 |
| ATR |
0-098 |
0-104 |
0-006 |
5.9% |
0-000 |
| Volume |
861 |
1,111 |
250 |
29.0% |
8,147 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-147 |
116-063 |
115-039 |
|
| R3 |
115-287 |
115-203 |
114-310 |
|
| R2 |
115-107 |
115-107 |
114-293 |
|
| R1 |
115-023 |
115-023 |
114-276 |
115-065 |
| PP |
114-247 |
114-247 |
114-247 |
114-268 |
| S1 |
114-163 |
114-163 |
114-244 |
114-205 |
| S2 |
114-067 |
114-067 |
114-227 |
|
| S3 |
113-207 |
113-303 |
114-210 |
|
| S4 |
113-027 |
113-123 |
114-161 |
|
|
| 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 |
117-135 |
|
2.618 |
116-161 |
|
1.618 |
115-301 |
|
1.000 |
115-190 |
|
0.618 |
115-121 |
|
HIGH |
115-010 |
|
0.618 |
114-261 |
|
0.500 |
114-240 |
|
0.382 |
114-219 |
|
LOW |
114-150 |
|
0.618 |
114-039 |
|
1.000 |
113-290 |
|
1.618 |
113-179 |
|
2.618 |
112-319 |
|
4.250 |
112-025 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-253 |
114-247 |
| PP |
114-247 |
114-233 |
| S1 |
114-240 |
114-220 |
|