ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
131-140 |
131-055 |
-0-085 |
-0.2% |
131-065 |
High |
131-190 |
131-250 |
0-060 |
0.1% |
131-285 |
Low |
131-055 |
131-045 |
-0-010 |
0.0% |
130-215 |
Close |
131-065 |
131-230 |
0-165 |
0.4% |
131-125 |
Range |
0-135 |
0-205 |
0-070 |
51.9% |
1-070 |
ATR |
0-188 |
0-189 |
0-001 |
0.6% |
0-000 |
Volume |
39,691 |
28,606 |
-11,085 |
-27.9% |
4,132,503 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-150 |
133-075 |
132-023 |
|
R3 |
132-265 |
132-190 |
131-286 |
|
R2 |
132-060 |
132-060 |
131-268 |
|
R1 |
131-305 |
131-305 |
131-249 |
132-022 |
PP |
131-175 |
131-175 |
131-175 |
131-194 |
S1 |
131-100 |
131-100 |
131-211 |
131-138 |
S2 |
130-290 |
130-290 |
131-192 |
|
S3 |
130-085 |
130-215 |
131-174 |
|
S4 |
129-200 |
130-010 |
131-117 |
|
|
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 |
131-250 |
130-215 |
1-035 |
0.8% |
0-199 |
0.5% |
94% |
True |
False |
158,924 |
10 |
131-285 |
130-120 |
1-165 |
1.2% |
0-180 |
0.4% |
89% |
False |
False |
743,278 |
20 |
131-285 |
130-120 |
1-165 |
1.2% |
0-183 |
0.4% |
89% |
False |
False |
864,873 |
40 |
132-110 |
129-260 |
2-170 |
1.9% |
0-193 |
0.5% |
75% |
False |
False |
920,492 |
60 |
132-110 |
129-125 |
2-305 |
2.2% |
0-196 |
0.5% |
79% |
False |
False |
817,289 |
80 |
132-110 |
128-200 |
3-230 |
2.8% |
0-206 |
0.5% |
83% |
False |
False |
709,687 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-208 |
0.5% |
90% |
False |
False |
568,215 |
120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-191 |
0.5% |
90% |
False |
False |
473,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-161 |
2.618 |
133-147 |
1.618 |
132-262 |
1.000 |
132-135 |
0.618 |
132-057 |
HIGH |
131-250 |
0.618 |
131-172 |
0.500 |
131-148 |
0.382 |
131-123 |
LOW |
131-045 |
0.618 |
130-238 |
1.000 |
130-160 |
1.618 |
130-033 |
2.618 |
129-148 |
4.250 |
128-134 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
131-202 |
131-188 |
PP |
131-175 |
131-147 |
S1 |
131-148 |
131-105 |
|