ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 131-025 131-065 0-040 0.1% 130-255
High 131-090 131-230 0-140 0.3% 131-095
Low 131-000 131-050 0-050 0.1% 130-120
Close 131-060 131-200 0-140 0.3% 131-060
Range 0-090 0-180 0-090 100.0% 0-295
ATR 0-191 0-190 -0-001 -0.4% 0-000
Volume 1,002,066 1,829,731 827,665 82.6% 4,210,141
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-060 132-310 131-299
R3 132-200 132-130 131-250
R2 132-020 132-020 131-233
R1 131-270 131-270 131-216 131-305
PP 131-160 131-160 131-160 131-178
S1 131-090 131-090 131-184 131-125
S2 130-300 130-300 131-167
S3 130-120 130-230 131-150
S4 129-260 130-050 131-101
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
5 131-230 130-120 1-110 1.0% 0-166 0.4% 93% True False 1,207,974
10 131-245 130-120 1-125 1.1% 0-178 0.4% 90% False False 1,072,155
20 132-110 130-120 1-310 1.5% 0-181 0.4% 63% False False 1,045,209
40 132-110 129-260 2-170 1.9% 0-192 0.5% 72% False False 953,393
60 132-110 128-200 3-230 2.8% 0-204 0.5% 81% False False 871,045
80 132-110 128-150 3-280 2.9% 0-210 0.5% 81% False False 680,355
100 132-110 126-070 6-040 4.7% 0-205 0.5% 88% False False 544,525
120 132-110 126-070 6-040 4.7% 0-181 0.4% 88% False False 453,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-035
2.618 133-061
1.618 132-201
1.000 132-090
0.618 132-021
HIGH 131-230
0.618 131-161
0.500 131-140
0.382 131-119
LOW 131-050
0.618 130-259
1.000 130-190
1.618 130-079
2.618 129-219
4.250 128-245
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 131-180 131-158
PP 131-160 131-115
S1 131-140 131-072

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

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