ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 131-190 131-105 -0-085 -0.2% 130-255
High 131-245 131-105 -0-140 -0.3% 131-095
Low 131-010 130-215 -0-115 -0.3% 130-120
Close 131-085 130-285 -0-120 -0.3% 131-060
Range 0-235 0-210 -0-025 -10.6% 0-295
ATR 0-189 0-191 0-001 0.8% 0-000
Volume 461,075 166,522 -294,553 -63.9% 4,210,141
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-298 132-182 131-080
R3 132-088 131-292 131-023
R2 131-198 131-198 131-004
R1 131-082 131-082 130-304 131-035
PP 130-308 130-308 130-308 130-285
S1 130-192 130-192 130-266 130-145
S2 130-098 130-098 130-246
S3 129-208 129-302 130-227
S4 128-318 129-092 130-170
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
5 131-285 130-215 1-070 0.9% 0-169 0.4% 18% False True 1,007,168
10 131-285 130-120 1-165 1.2% 0-185 0.4% 34% False False 1,016,244
20 132-105 130-120 1-305 1.5% 0-185 0.4% 26% False False 1,004,043
40 132-110 129-260 2-170 1.9% 0-194 0.5% 43% False False 980,701
60 132-110 129-035 3-075 2.5% 0-198 0.5% 55% False False 852,921
80 132-110 128-200 3-230 2.8% 0-207 0.5% 61% False False 707,809
100 132-110 126-070 6-040 4.7% 0-207 0.5% 76% False False 566,562
120 132-110 126-070 6-040 4.7% 0-186 0.4% 76% False False 472,211
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-038
2.618 133-015
1.618 132-125
1.000 131-315
0.618 131-235
HIGH 131-105
0.618 131-025
0.500 131-000
0.382 130-295
LOW 130-215
0.618 130-085
1.000 130-005
1.618 129-195
2.618 128-305
4.250 127-282
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 131-000 131-090
PP 130-308 131-048
S1 130-297 131-007

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

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