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 |
|
|
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 |
|