ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
131-155 |
131-095 |
-0-060 |
-0.1% |
131-140 |
High |
131-175 |
131-095 |
-0-080 |
-0.2% |
131-250 |
Low |
131-050 |
130-255 |
-0-115 |
-0.3% |
130-255 |
Close |
131-070 |
131-020 |
-0-050 |
-0.1% |
131-020 |
Range |
0-125 |
0-160 |
0-035 |
28.0% |
0-315 |
ATR |
0-178 |
0-177 |
-0-001 |
-0.7% |
0-000 |
Volume |
15,370 |
13,991 |
-1,379 |
-9.0% |
127,592 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-177 |
132-098 |
131-108 |
|
R3 |
132-017 |
131-258 |
131-064 |
|
R2 |
131-177 |
131-177 |
131-049 |
|
R1 |
131-098 |
131-098 |
131-035 |
131-058 |
PP |
131-017 |
131-017 |
131-017 |
130-316 |
S1 |
130-258 |
130-258 |
131-005 |
130-218 |
S2 |
130-177 |
130-177 |
130-311 |
|
S3 |
130-017 |
130-098 |
130-296 |
|
S4 |
129-177 |
129-258 |
130-252 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-053 |
133-192 |
131-193 |
|
R3 |
133-058 |
132-197 |
131-107 |
|
R2 |
132-063 |
132-063 |
131-078 |
|
R1 |
131-202 |
131-202 |
131-049 |
131-135 |
PP |
131-068 |
131-068 |
131-068 |
131-035 |
S1 |
130-207 |
130-207 |
130-311 |
130-140 |
S2 |
130-073 |
130-073 |
130-282 |
|
S3 |
129-078 |
129-212 |
130-253 |
|
S4 |
128-083 |
128-217 |
130-167 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-250 |
130-255 |
0-315 |
0.8% |
0-142 |
0.3% |
27% |
False |
True |
25,518 |
10 |
131-285 |
130-215 |
1-070 |
0.9% |
0-168 |
0.4% |
32% |
False |
False |
426,009 |
20 |
131-285 |
130-120 |
1-165 |
1.2% |
0-174 |
0.4% |
45% |
False |
False |
707,407 |
40 |
132-110 |
129-260 |
2-170 |
1.9% |
0-189 |
0.5% |
49% |
False |
False |
868,507 |
60 |
132-110 |
129-250 |
2-180 |
2.0% |
0-189 |
0.5% |
50% |
False |
False |
780,027 |
80 |
132-110 |
128-200 |
3-230 |
2.8% |
0-200 |
0.5% |
66% |
False |
False |
710,195 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-206 |
0.5% |
79% |
False |
False |
568,762 |
120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-194 |
0.5% |
79% |
False |
False |
474,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-135 |
2.618 |
132-194 |
1.618 |
132-034 |
1.000 |
131-255 |
0.618 |
131-194 |
HIGH |
131-095 |
0.618 |
131-034 |
0.500 |
131-015 |
0.382 |
130-316 |
LOW |
130-255 |
0.618 |
130-156 |
1.000 |
130-095 |
1.618 |
129-316 |
2.618 |
129-156 |
4.250 |
128-215 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
131-018 |
131-080 |
PP |
131-017 |
131-060 |
S1 |
131-015 |
131-040 |
|