ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 130-175 131-000 0-145 0.3% 131-035
High 131-030 131-095 0-065 0.2% 131-245
Low 130-120 130-235 0-115 0.3% 130-190
Close 131-015 131-065 0-050 0.1% 130-295
Range 0-230 0-180 -0-050 -21.7% 1-055
ATR 0-200 0-199 -0-001 -0.7% 0-000
Volume 988,564 1,241,356 252,792 25.6% 4,681,687
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-245 132-175 131-164
R3 132-065 131-315 131-114
R2 131-205 131-205 131-098
R1 131-135 131-135 131-082 131-170
PP 131-025 131-025 131-025 131-042
S1 130-275 130-275 131-048 130-310
S2 130-165 130-165 131-032
S3 129-305 130-095 131-016
S4 129-125 129-235 130-286
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-195 133-300 131-181
R3 133-140 132-245 131-078
R2 132-085 132-085 131-044
R1 131-190 131-190 131-009 131-110
PP 131-030 131-030 131-030 130-310
S1 130-135 130-135 130-261 130-055
S2 129-295 129-295 130-226
S3 128-240 129-080 130-192
S4 127-185 128-025 130-089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-120 1-115 1.0% 0-201 0.5% 61% False False 1,025,320
10 131-245 130-120 1-125 1.1% 0-192 0.5% 60% False False 1,014,822
20 132-110 130-120 1-310 1.5% 0-189 0.4% 42% False False 1,019,710
40 132-110 129-250 2-180 2.0% 0-194 0.5% 55% False False 894,522
60 132-110 128-200 3-230 2.8% 0-208 0.5% 69% False False 847,782
80 132-110 126-120 5-310 4.5% 0-216 0.5% 81% False False 645,091
100 132-110 126-070 6-040 4.7% 0-205 0.5% 81% False False 516,208
120 132-110 126-070 6-040 4.7% 0-179 0.4% 81% False False 430,245
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-220
2.618 132-246
1.618 132-066
1.000 131-275
0.618 131-206
HIGH 131-095
0.618 131-026
0.500 131-005
0.382 130-304
LOW 130-235
0.618 130-124
1.000 130-055
1.618 129-264
2.618 129-084
4.250 128-110
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 131-045 131-026
PP 131-025 130-307
S1 131-005 130-268

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These figures are updated between 7pm and 10pm EST after a trading day.

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