ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 131-000 131-025 0-025 0.1% 130-255
High 131-095 131-090 -0-005 0.0% 131-095
Low 130-235 131-000 0-085 0.2% 130-120
Close 131-065 131-060 -0-005 0.0% 131-060
Range 0-180 0-090 -0-090 -50.0% 0-295
ATR 0-199 0-191 -0-008 -3.9% 0-000
Volume 1,241,356 1,002,066 -239,290 -19.3% 4,210,141
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-000 131-280 131-110
R3 131-230 131-190 131-085
R2 131-140 131-140 131-076
R1 131-100 131-100 131-068 131-120
PP 131-050 131-050 131-050 131-060
S1 131-010 131-010 131-052 131-030
S2 130-280 130-280 131-044
S3 130-190 130-240 131-035
S4 130-100 130-150 131-010
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-230 133-120 131-222
R3 132-255 132-145 131-141
R2 131-280 131-280 131-114
R1 131-170 131-170 131-087 131-225
PP 130-305 130-305 130-305 131-012
S1 130-195 130-195 131-033 130-250
S2 130-010 130-010 131-006
S3 129-035 129-220 130-299
S4 128-060 128-245 130-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-095 130-120 0-295 0.7% 0-161 0.4% 88% False False 1,007,184
10 131-245 130-120 1-125 1.1% 0-180 0.4% 58% False False 988,805
20 132-110 130-120 1-310 1.5% 0-182 0.4% 41% False False 1,005,526
40 132-110 129-260 2-170 1.9% 0-194 0.5% 54% False False 915,454
60 132-110 128-200 3-230 2.8% 0-204 0.5% 69% False False 858,283
80 132-110 127-070 5-040 3.9% 0-213 0.5% 77% False False 657,566
100 132-110 126-070 6-040 4.7% 0-205 0.5% 81% False False 526,228
120 132-110 126-070 6-040 4.7% 0-180 0.4% 81% False False 438,596
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 132-152
2.618 132-006
1.618 131-236
1.000 131-180
0.618 131-146
HIGH 131-090
0.618 131-056
0.500 131-045
0.382 131-034
LOW 131-000
0.618 130-264
1.000 130-230
1.618 130-174
2.618 130-084
4.250 129-258
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 131-055 131-022
PP 131-050 130-305
S1 131-045 130-268

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

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