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
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 3 trading days
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

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

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