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 |
|
|
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 |
|