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
Crabel Price Patterns
NR False
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 0-032
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

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

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