ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
131-050 |
131-030 |
-0-020 |
0.0% |
131-140 |
High |
131-140 |
131-030 |
-0-110 |
-0.3% |
131-250 |
Low |
131-020 |
130-110 |
-0-230 |
-0.5% |
130-255 |
Close |
131-025 |
130-155 |
-0-190 |
-0.5% |
131-020 |
Range |
0-120 |
0-240 |
0-120 |
100.0% |
0-315 |
ATR |
0-173 |
0-178 |
0-005 |
2.8% |
0-000 |
Volume |
10,548 |
11,093 |
545 |
5.2% |
127,592 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-285 |
132-140 |
130-287 |
|
R3 |
132-045 |
131-220 |
130-221 |
|
R2 |
131-125 |
131-125 |
130-199 |
|
R1 |
130-300 |
130-300 |
130-177 |
130-252 |
PP |
130-205 |
130-205 |
130-205 |
130-181 |
S1 |
130-060 |
130-060 |
130-133 |
130-012 |
S2 |
129-285 |
129-285 |
130-111 |
|
S3 |
129-045 |
129-140 |
130-089 |
|
S4 |
128-125 |
128-220 |
130-023 |
|
|
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 |
131-225 |
130-110 |
1-115 |
1.0% |
0-146 |
0.3% |
10% |
False |
True |
16,187 |
10 |
131-250 |
130-110 |
1-140 |
1.1% |
0-172 |
0.4% |
10% |
False |
True |
87,555 |
20 |
131-285 |
130-110 |
1-175 |
1.2% |
0-173 |
0.4% |
9% |
False |
True |
620,080 |
40 |
132-110 |
129-260 |
2-170 |
1.9% |
0-188 |
0.5% |
27% |
False |
False |
824,166 |
60 |
132-110 |
129-250 |
2-180 |
2.0% |
0-188 |
0.4% |
27% |
False |
False |
751,931 |
80 |
132-110 |
128-200 |
3-230 |
2.8% |
0-199 |
0.5% |
50% |
False |
False |
710,378 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-206 |
0.5% |
70% |
False |
False |
568,971 |
120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-196 |
0.5% |
70% |
False |
False |
474,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-090 |
2.618 |
133-018 |
1.618 |
132-098 |
1.000 |
131-270 |
0.618 |
131-178 |
HIGH |
131-030 |
0.618 |
130-258 |
0.500 |
130-230 |
0.382 |
130-202 |
LOW |
130-110 |
0.618 |
129-282 |
1.000 |
129-190 |
1.618 |
129-042 |
2.618 |
128-122 |
4.250 |
127-050 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
130-230 |
130-285 |
PP |
130-205 |
130-242 |
S1 |
130-180 |
130-198 |
|