ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 131-225 131-155 -0-070 -0.2% 131-065
High 131-225 131-175 -0-050 -0.1% 131-285
Low 131-140 131-050 -0-090 -0.2% 130-215
Close 131-165 131-070 -0-095 -0.2% 131-125
Range 0-085 0-125 0-040 47.1% 1-070
ATR 0-182 0-178 -0-004 -2.2% 0-000
Volume 29,934 15,370 -14,564 -48.7% 4,132,503
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-153 132-077 131-139
R3 132-028 131-272 131-104
R2 131-223 131-223 131-093
R1 131-147 131-147 131-081 131-122
PP 131-098 131-098 131-098 131-086
S1 131-022 131-022 131-059 130-318
S2 130-293 130-293 131-047
S3 130-168 130-217 131-036
S4 130-043 130-092 131-001
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
5 131-250 130-280 0-290 0.7% 0-152 0.4% 38% False False 42,465
10 131-285 130-215 1-070 0.9% 0-160 0.4% 45% False False 524,817
20 131-285 130-120 1-165 1.2% 0-176 0.4% 56% False False 769,819
40 132-110 129-260 2-170 1.9% 0-190 0.5% 56% False False 890,499
60 132-110 129-210 2-220 2.0% 0-190 0.5% 58% False False 788,566
80 132-110 128-200 3-230 2.8% 0-201 0.5% 70% False False 710,099
100 132-110 126-070 6-040 4.7% 0-206 0.5% 82% False False 568,627
120 132-110 126-070 6-040 4.7% 0-192 0.5% 82% False False 473,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-066
2.618 132-182
1.618 132-057
1.000 131-300
0.618 131-252
HIGH 131-175
0.618 131-127
0.500 131-112
0.382 131-098
LOW 131-050
0.618 130-293
1.000 130-245
1.618 130-168
2.618 130-043
4.250 129-159
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 131-112 131-148
PP 131-098 131-122
S1 131-084 131-096

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

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