ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 131-030 130-120 -0-230 -0.5% 131-140
High 131-030 130-120 -0-230 -0.5% 131-250
Low 130-110 129-050 -1-060 -0.9% 130-255
Close 130-155 129-075 -1-080 -1.0% 131-020
Range 0-240 1-070 0-150 62.5% 0-315
ATR 0-178 0-195 0-018 10.0% 0-000
Volume 11,093 5,834 -5,259 -47.4% 127,592
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-078 132-147 129-290
R3 132-008 131-077 129-182
R2 130-258 130-258 129-146
R1 130-007 130-007 129-111 129-258
PP 129-188 129-188 129-188 129-154
S1 128-257 128-257 129-039 128-188
S2 128-118 128-118 129-004
S3 127-048 127-187 128-288
S4 125-298 126-117 128-180
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
5 131-175 129-050 2-125 1.8% 0-207 0.5% 3% False True 11,367
10 131-250 129-050 2-200 2.0% 0-188 0.5% 3% False True 42,031
20 131-285 129-050 2-235 2.1% 0-185 0.4% 3% False True 569,863
40 132-110 129-050 3-060 2.5% 0-193 0.5% 2% False True 804,008
60 132-110 129-050 3-060 2.5% 0-191 0.5% 2% False True 738,726
80 132-110 128-200 3-230 2.9% 0-203 0.5% 16% False False 710,377
100 132-110 126-070 6-040 4.7% 0-208 0.5% 49% False False 569,012
120 132-110 126-070 6-040 4.7% 0-199 0.5% 49% False False 474,326
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 0-014
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 135-178
2.618 133-181
1.618 132-111
1.000 131-190
0.618 131-041
HIGH 130-120
0.618 129-291
0.500 129-245
0.382 129-199
LOW 129-050
0.618 128-129
1.000 127-300
1.618 127-059
2.618 125-309
4.250 123-312
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 129-245 130-095
PP 129-188 129-302
S1 129-132 129-188

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

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