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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 17 trading days
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

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

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