ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-300 |
117-095 |
0-115 |
0.3% |
116-290 |
| High |
117-115 |
117-150 |
0-035 |
0.1% |
117-175 |
| Low |
116-280 |
117-065 |
0-105 |
0.3% |
116-210 |
| Close |
117-090 |
117-090 |
0-000 |
0.0% |
116-310 |
| Range |
0-155 |
0-085 |
-0-070 |
-45.2% |
0-285 |
| ATR |
0-162 |
0-156 |
-0-005 |
-3.4% |
0-000 |
| Volume |
732,150 |
598,549 |
-133,601 |
-18.2% |
3,927,676 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-037 |
117-308 |
117-137 |
|
| R3 |
117-272 |
117-223 |
117-113 |
|
| R2 |
117-187 |
117-187 |
117-106 |
|
| R1 |
117-138 |
117-138 |
117-098 |
117-120 |
| PP |
117-102 |
117-102 |
117-102 |
117-092 |
| S1 |
117-053 |
117-053 |
117-082 |
117-035 |
| S2 |
117-017 |
117-017 |
117-074 |
|
| S3 |
116-252 |
116-288 |
117-067 |
|
| S4 |
116-167 |
116-203 |
117-043 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-233 |
119-077 |
117-147 |
|
| R3 |
118-268 |
118-112 |
117-068 |
|
| R2 |
117-303 |
117-303 |
117-042 |
|
| R1 |
117-147 |
117-147 |
117-016 |
117-225 |
| PP |
117-018 |
117-018 |
117-018 |
117-058 |
| S1 |
116-182 |
116-182 |
116-284 |
116-260 |
| S2 |
116-053 |
116-053 |
116-258 |
|
| S3 |
115-088 |
115-217 |
116-232 |
|
| S4 |
114-123 |
114-252 |
116-153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-175 |
116-245 |
0-250 |
0.7% |
0-133 |
0.4% |
66% |
False |
False |
724,540 |
| 10 |
117-175 |
116-085 |
1-090 |
1.1% |
0-150 |
0.4% |
79% |
False |
False |
738,774 |
| 20 |
117-225 |
116-085 |
1-140 |
1.2% |
0-150 |
0.4% |
71% |
False |
False |
742,900 |
| 40 |
117-225 |
115-150 |
2-075 |
1.9% |
0-162 |
0.4% |
81% |
False |
False |
382,582 |
| 60 |
117-225 |
113-180 |
4-045 |
3.5% |
0-157 |
0.4% |
90% |
False |
False |
255,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-191 |
|
2.618 |
118-053 |
|
1.618 |
117-288 |
|
1.000 |
117-235 |
|
0.618 |
117-203 |
|
HIGH |
117-150 |
|
0.618 |
117-118 |
|
0.500 |
117-108 |
|
0.382 |
117-097 |
|
LOW |
117-065 |
|
0.618 |
117-012 |
|
1.000 |
116-300 |
|
1.618 |
116-247 |
|
2.618 |
116-162 |
|
4.250 |
116-024 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-108 |
117-072 |
| PP |
117-102 |
117-055 |
| S1 |
117-096 |
117-038 |
|