ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 131-095 131-050 -0-045 -0.1% 131-140
High 131-095 131-140 0-045 0.1% 131-250
Low 130-255 131-020 0-085 0.2% 130-255
Close 131-020 131-025 0-005 0.0% 131-020
Range 0-160 0-120 -0-040 -25.0% 0-315
ATR 0-177 0-173 -0-004 -2.3% 0-000
Volume 13,991 10,548 -3,443 -24.6% 127,592
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-102 132-023 131-091
R3 131-302 131-223 131-058
R2 131-182 131-182 131-047
R1 131-103 131-103 131-036 131-082
PP 131-062 131-062 131-062 131-051
S1 130-303 130-303 131-014 130-282
S2 130-262 130-262 131-003
S3 130-142 130-183 130-312
S4 130-022 130-063 130-279
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% 0-139 0.3% 29% False False 19,689
10 131-285 130-215 1-070 0.9% 0-162 0.4% 33% False False 244,091
20 131-285 130-120 1-165 1.2% 0-170 0.4% 46% False False 658,123
40 132-110 129-260 2-170 1.9% 0-189 0.4% 50% False False 847,209
60 132-110 129-250 2-180 2.0% 0-187 0.4% 51% False False 765,562
80 132-110 128-200 3-230 2.8% 0-198 0.5% 66% False False 710,308
100 132-110 126-070 6-040 4.7% 0-204 0.5% 79% False False 568,864
120 132-110 126-070 6-040 4.7% 0-194 0.5% 79% False False 474,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-010
2.618 132-134
1.618 132-014
1.000 131-260
0.618 131-214
HIGH 131-140
0.618 131-094
0.500 131-080
0.382 131-066
LOW 131-020
0.618 130-266
1.000 130-220
1.618 130-146
2.618 130-026
4.250 129-150
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 131-080 131-055
PP 131-062 131-045
S1 131-043 131-035

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

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