ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
131-055 |
131-225 |
0-170 |
0.4% |
131-065 |
High |
131-250 |
131-225 |
-0-025 |
-0.1% |
131-285 |
Low |
131-045 |
131-140 |
0-095 |
0.2% |
130-215 |
Close |
131-230 |
131-165 |
-0-065 |
-0.2% |
131-125 |
Range |
0-205 |
0-085 |
-0-120 |
-58.5% |
1-070 |
ATR |
0-189 |
0-182 |
-0-007 |
-3.7% |
0-000 |
Volume |
28,606 |
29,934 |
1,328 |
4.6% |
4,132,503 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-112 |
132-063 |
131-212 |
|
R3 |
132-027 |
131-298 |
131-188 |
|
R2 |
131-262 |
131-262 |
131-181 |
|
R1 |
131-213 |
131-213 |
131-173 |
131-195 |
PP |
131-177 |
131-177 |
131-177 |
131-168 |
S1 |
131-128 |
131-128 |
131-157 |
131-110 |
S2 |
131-092 |
131-092 |
131-149 |
|
S3 |
131-007 |
131-043 |
131-142 |
|
S4 |
130-242 |
130-278 |
131-118 |
|
|
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% |
0-169 |
0.4% |
76% |
False |
False |
72,695 |
10 |
131-285 |
130-215 |
1-070 |
0.9% |
0-166 |
0.4% |
69% |
False |
False |
647,415 |
20 |
131-285 |
130-120 |
1-165 |
1.2% |
0-176 |
0.4% |
75% |
False |
False |
815,549 |
40 |
132-110 |
129-260 |
2-170 |
1.9% |
0-190 |
0.5% |
67% |
False |
False |
908,248 |
60 |
132-110 |
129-210 |
2-220 |
2.0% |
0-192 |
0.5% |
69% |
False |
False |
801,149 |
80 |
132-110 |
128-200 |
3-230 |
2.8% |
0-203 |
0.5% |
78% |
False |
False |
709,968 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-207 |
0.5% |
86% |
False |
False |
568,509 |
120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-191 |
0.5% |
86% |
False |
False |
473,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-266 |
2.618 |
132-128 |
1.618 |
132-043 |
1.000 |
131-310 |
0.618 |
131-278 |
HIGH |
131-225 |
0.618 |
131-193 |
0.500 |
131-182 |
0.382 |
131-172 |
LOW |
131-140 |
0.618 |
131-087 |
1.000 |
131-055 |
1.618 |
131-002 |
2.618 |
130-237 |
4.250 |
130-099 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
131-182 |
131-159 |
PP |
131-177 |
131-153 |
S1 |
131-171 |
131-148 |
|