ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 130-120 129-100 -1-020 -0.8% 131-140
High 130-120 129-150 -0-290 -0.7% 131-250
Low 129-050 128-250 -0-120 -0.3% 130-255
Close 129-075 129-110 0-035 0.1% 131-020
Range 1-070 0-220 -0-170 -43.6% 0-315
ATR 0-195 0-197 0-002 0.9% 0-000
Volume 5,834 10,856 5,022 86.1% 127,592
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 131-083 130-317 129-231
R3 130-183 130-097 129-170
R2 129-283 129-283 129-150
R1 129-197 129-197 129-130 129-240
PP 129-063 129-063 129-063 129-085
S1 128-297 128-297 129-090 129-020
S2 128-163 128-163 129-070
S3 127-263 128-077 129-050
S4 127-043 127-177 128-309
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
5 131-140 128-250 2-210 2.1% 0-226 0.5% 21% False True 10,464
10 131-250 128-250 3-000 2.3% 0-189 0.5% 19% False True 26,464
20 131-285 128-250 3-035 2.4% 0-187 0.5% 18% False True 521,354
40 132-110 128-250 3-180 2.8% 0-195 0.5% 16% False True 782,922
60 132-110 128-250 3-180 2.8% 0-190 0.5% 16% False True 726,701
80 132-110 128-200 3-230 2.9% 0-202 0.5% 19% False False 710,336
100 132-110 126-070 6-040 4.7% 0-208 0.5% 51% False False 569,108
120 132-110 126-070 6-040 4.7% 0-200 0.5% 51% False False 474,416
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 False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-125
2.618 131-086
1.618 130-186
1.000 130-050
0.618 129-286
HIGH 129-150
0.618 129-066
0.500 129-040
0.382 129-014
LOW 128-250
0.618 128-114
1.000 128-030
1.618 127-214
2.618 126-314
4.250 125-275
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 129-087 129-300
PP 129-063 129-237
S1 129-040 129-173

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

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