ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 130-195 131-045 0-170 0.4% 130-295
High 131-065 131-090 0-025 0.1% 131-195
Low 130-165 130-270 0-105 0.3% 130-100
Close 131-030 130-280 -0-070 -0.2% 131-030
Range 0-220 0-140 -0-080 -36.4% 1-095
ATR 0-181 0-178 -0-003 -1.6% 0-000
Volume 836,892 737,544 -99,348 -11.9% 5,810,628
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-100 132-010 131-037
R3 131-280 131-190 130-318
R2 131-140 131-140 130-306
R1 131-050 131-050 130-293 131-025
PP 131-000 131-000 131-000 130-308
S1 130-230 130-230 130-267 130-205
S2 130-180 130-180 130-254
S3 130-040 130-090 130-242
S4 129-220 129-270 130-203
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 134-287 134-093 131-258
R3 133-192 132-318 131-144
R2 132-097 132-097 131-106
R1 131-223 131-223 131-068 132-000
PP 131-002 131-002 131-002 131-050
S1 130-128 130-128 130-312 130-225
S2 129-227 129-227 130-274
S3 128-132 129-033 130-236
S4 127-037 127-258 130-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-195 130-100 1-095 1.0% 0-192 0.5% 43% False False 1,070,754
10 131-195 130-030 1-165 1.2% 0-177 0.4% 52% False False 704,366
20 131-195 130-030 1-165 1.2% 0-174 0.4% 52% False False 357,901
40 132-050 129-160 2-210 2.0% 0-160 0.4% 52% False False 179,802
Crabel Price Patterns
NR True
NR4 True
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 0-033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-045
2.618 132-137
1.618 131-317
1.000 131-230
0.618 131-177
HIGH 131-090
0.618 131-037
0.500 131-020
0.382 131-003
LOW 130-270
0.618 130-183
1.000 130-130
1.618 130-043
2.618 129-223
4.250 128-315
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 131-020 130-272
PP 131-000 130-263
S1 130-300 130-255

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

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