ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
131-105 |
130-305 |
-0-120 |
-0.3% |
131-065 |
High |
131-105 |
131-170 |
0-065 |
0.2% |
131-285 |
Low |
130-215 |
130-280 |
0-065 |
0.2% |
130-215 |
Close |
130-285 |
131-125 |
0-160 |
0.4% |
131-125 |
Range |
0-210 |
0-210 |
0-000 |
0.0% |
1-070 |
ATR |
0-191 |
0-192 |
0-001 |
0.7% |
0-000 |
Volume |
166,522 |
98,726 |
-67,796 |
-40.7% |
4,132,503 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-075 |
132-310 |
131-240 |
|
R3 |
132-185 |
132-100 |
131-183 |
|
R2 |
131-295 |
131-295 |
131-164 |
|
R1 |
131-210 |
131-210 |
131-144 |
131-252 |
PP |
131-085 |
131-085 |
131-085 |
131-106 |
S1 |
131-000 |
131-000 |
131-106 |
131-042 |
S2 |
130-195 |
130-195 |
131-086 |
|
S3 |
129-305 |
130-110 |
131-067 |
|
S4 |
129-095 |
129-220 |
131-010 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-312 |
134-128 |
132-020 |
|
R3 |
133-242 |
133-058 |
131-232 |
|
R2 |
132-172 |
132-172 |
131-196 |
|
R1 |
131-308 |
131-308 |
131-161 |
132-080 |
PP |
131-102 |
131-102 |
131-102 |
131-148 |
S1 |
130-238 |
130-238 |
131-089 |
131-010 |
S2 |
130-032 |
130-032 |
131-054 |
|
S3 |
128-282 |
129-168 |
131-018 |
|
S4 |
127-212 |
128-098 |
130-230 |
|
|
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% |
0-193 |
0.5% |
59% |
False |
False |
826,500 |
10 |
131-285 |
130-120 |
1-165 |
1.2% |
0-177 |
0.4% |
67% |
False |
False |
916,842 |
20 |
132-105 |
130-120 |
1-305 |
1.5% |
0-190 |
0.5% |
52% |
False |
False |
961,892 |
40 |
132-110 |
129-260 |
2-170 |
1.9% |
0-196 |
0.5% |
62% |
False |
False |
966,998 |
60 |
132-110 |
129-035 |
3-075 |
2.5% |
0-198 |
0.5% |
71% |
False |
False |
842,039 |
80 |
132-110 |
128-200 |
3-230 |
2.8% |
0-207 |
0.5% |
74% |
False |
False |
708,941 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-208 |
0.5% |
84% |
False |
False |
567,546 |
120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-188 |
0.4% |
84% |
False |
False |
473,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-102 |
2.618 |
133-080 |
1.618 |
132-190 |
1.000 |
132-060 |
0.618 |
131-300 |
HIGH |
131-170 |
0.618 |
131-090 |
0.500 |
131-065 |
0.382 |
131-040 |
LOW |
130-280 |
0.618 |
130-150 |
1.000 |
130-070 |
1.618 |
129-260 |
2.618 |
129-050 |
4.250 |
128-028 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
131-105 |
131-107 |
PP |
131-085 |
131-088 |
S1 |
131-065 |
131-070 |
|