ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-150 |
114-220 |
0-070 |
0.2% |
115-240 |
High |
115-010 |
114-220 |
-0-110 |
-0.3% |
115-280 |
Low |
114-150 |
114-170 |
0-020 |
0.1% |
114-000 |
Close |
114-260 |
114-200 |
-0-060 |
-0.2% |
114-160 |
Range |
0-180 |
0-050 |
-0-130 |
-72.2% |
1-280 |
ATR |
0-104 |
0-103 |
-0-001 |
-1.0% |
0-000 |
Volume |
1,111 |
520 |
-591 |
-53.2% |
8,147 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-027 |
115-003 |
114-228 |
|
R3 |
114-297 |
114-273 |
114-214 |
|
R2 |
114-247 |
114-247 |
114-209 |
|
R1 |
114-223 |
114-223 |
114-205 |
114-210 |
PP |
114-197 |
114-197 |
114-197 |
114-190 |
S1 |
114-173 |
114-173 |
114-195 |
114-160 |
S2 |
114-147 |
114-147 |
114-191 |
|
S3 |
114-097 |
114-123 |
114-186 |
|
S4 |
114-047 |
114-073 |
114-172 |
|
|
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 |
115-112 |
2.618 |
115-031 |
1.618 |
114-301 |
1.000 |
114-270 |
0.618 |
114-251 |
HIGH |
114-220 |
0.618 |
114-201 |
0.500 |
114-195 |
0.382 |
114-189 |
LOW |
114-170 |
0.618 |
114-139 |
1.000 |
114-120 |
1.618 |
114-089 |
2.618 |
114-039 |
4.250 |
113-278 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-198 |
114-225 |
PP |
114-197 |
114-217 |
S1 |
114-195 |
114-208 |
|