ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
129-100 |
129-090 |
-0-010 |
0.0% |
131-050 |
| High |
129-150 |
129-120 |
-0-030 |
-0.1% |
131-140 |
| Low |
128-250 |
128-215 |
-0-035 |
-0.1% |
128-215 |
| Close |
129-110 |
129-015 |
-0-095 |
-0.2% |
129-015 |
| Range |
0-220 |
0-225 |
0-005 |
2.3% |
2-245 |
| ATR |
0-197 |
0-199 |
0-002 |
1.0% |
0-000 |
| Volume |
10,856 |
8,224 |
-2,632 |
-24.2% |
46,555 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-045 |
130-255 |
129-139 |
|
| R3 |
130-140 |
130-030 |
129-077 |
|
| R2 |
129-235 |
129-235 |
129-056 |
|
| R1 |
129-125 |
129-125 |
129-036 |
129-068 |
| PP |
129-010 |
129-010 |
129-010 |
128-301 |
| S1 |
128-220 |
128-220 |
128-314 |
128-162 |
| S2 |
128-105 |
128-105 |
128-294 |
|
| S3 |
127-200 |
127-315 |
128-273 |
|
| S4 |
126-295 |
127-090 |
128-211 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-005 |
136-095 |
130-182 |
|
| R3 |
135-080 |
133-170 |
129-258 |
|
| R2 |
132-155 |
132-155 |
129-177 |
|
| R1 |
130-245 |
130-245 |
129-096 |
130-078 |
| PP |
129-230 |
129-230 |
129-230 |
129-146 |
| S1 |
128-000 |
128-000 |
128-254 |
127-152 |
| S2 |
126-305 |
126-305 |
128-173 |
|
| S3 |
124-060 |
125-075 |
128-092 |
|
| S4 |
121-135 |
122-150 |
127-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-140 |
128-215 |
2-245 |
2.1% |
0-239 |
0.6% |
14% |
False |
True |
9,311 |
| 10 |
131-250 |
128-215 |
3-035 |
2.4% |
0-190 |
0.5% |
12% |
False |
True |
17,414 |
| 20 |
131-285 |
128-215 |
3-070 |
2.5% |
0-184 |
0.4% |
12% |
False |
True |
467,128 |
| 40 |
132-110 |
128-215 |
3-215 |
2.8% |
0-194 |
0.5% |
10% |
False |
True |
752,530 |
| 60 |
132-110 |
128-215 |
3-215 |
2.8% |
0-192 |
0.5% |
10% |
False |
True |
719,114 |
| 80 |
132-110 |
128-200 |
3-230 |
2.9% |
0-202 |
0.5% |
11% |
False |
False |
710,211 |
| 100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-210 |
0.5% |
46% |
False |
False |
569,189 |
| 120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-200 |
0.5% |
46% |
False |
False |
474,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-116 |
|
2.618 |
131-069 |
|
1.618 |
130-164 |
|
1.000 |
130-025 |
|
0.618 |
129-259 |
|
HIGH |
129-120 |
|
0.618 |
129-034 |
|
0.500 |
129-008 |
|
0.382 |
128-301 |
|
LOW |
128-215 |
|
0.618 |
128-076 |
|
1.000 |
127-310 |
|
1.618 |
127-171 |
|
2.618 |
126-266 |
|
4.250 |
125-219 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-012 |
129-168 |
| PP |
129-010 |
129-117 |
| S1 |
129-008 |
129-066 |
|