ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 130-305 131-140 0-155 0.4% 131-065
High 131-170 131-190 0-020 0.0% 131-285
Low 130-280 131-055 0-095 0.2% 130-215
Close 131-125 131-065 -0-060 -0.1% 131-125
Range 0-210 0-135 -0-075 -35.7% 1-070
ATR 0-192 0-188 -0-004 -2.1% 0-000
Volume 98,726 39,691 -59,035 -59.8% 4,132,503
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-188 132-102 131-139
R3 132-053 131-287 131-102
R2 131-238 131-238 131-090
R1 131-152 131-152 131-077 131-128
PP 131-103 131-103 131-103 131-091
S1 131-017 131-017 131-053 130-312
S2 130-288 130-288 131-040
S3 130-153 130-202 131-028
S4 130-018 130-067 130-311
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% 0-184 0.4% 44% False False 468,492
10 131-285 130-120 1-165 1.2% 0-175 0.4% 55% False False 838,233
20 131-285 130-120 1-165 1.2% 0-180 0.4% 55% False False 898,127
40 132-110 129-260 2-170 1.9% 0-194 0.5% 55% False False 942,667
60 132-110 129-035 3-075 2.5% 0-198 0.5% 65% False False 830,649
80 132-110 128-200 3-230 2.8% 0-206 0.5% 69% False False 709,360
100 132-110 126-070 6-040 4.7% 0-207 0.5% 81% False False 567,929
120 132-110 126-070 6-040 4.7% 0-189 0.4% 81% False False 473,364
Crabel Price Patterns
NR True
NR4 True
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 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-124
2.618 132-223
1.618 132-088
1.000 132-005
0.618 131-273
HIGH 131-190
0.618 131-138
0.500 131-122
0.382 131-107
LOW 131-055
0.618 130-292
1.000 130-240
1.618 130-157
2.618 130-022
4.250 129-121
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 131-122 131-058
PP 131-103 131-050
S1 131-084 131-042

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

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