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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 92 trading days
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

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

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