ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 131-055 130-295 -0-080 -0.2% 131-045
High 131-085 130-315 -0-090 -0.2% 131-165
Low 130-265 130-170 -0-095 -0.2% 130-170
Close 130-290 130-230 -0-060 -0.1% 130-230
Range 0-140 0-145 0-005 3.6% 0-315
ATR 0-173 0-171 -0-002 -1.2% 0-000
Volume 778,771 968,420 189,649 24.4% 4,149,351
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-033 131-277 130-310
R3 131-208 131-132 130-270
R2 131-063 131-063 130-257
R1 130-307 130-307 130-243 130-272
PP 130-238 130-238 130-238 130-221
S1 130-162 130-162 130-217 130-128
S2 130-093 130-093 130-203
S3 129-268 130-017 130-190
S4 129-123 129-192 130-150
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-280 133-090 131-083
R3 132-285 132-095 130-317
R2 131-290 131-290 130-288
R1 131-100 131-100 130-259 131-038
PP 130-295 130-295 130-295 130-264
S1 130-105 130-105 130-201 130-042
S2 129-300 129-300 130-172
S3 128-305 129-110 130-143
S4 127-310 128-115 130-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-165 130-170 0-315 0.8% 0-149 0.4% 19% False True 829,870
10 131-195 130-100 1-095 1.0% 0-174 0.4% 31% False False 995,997
20 131-195 130-030 1-165 1.2% 0-174 0.4% 41% False False 526,274
40 132-050 129-160 2-210 2.0% 0-168 0.4% 46% False False 265,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-291
2.618 132-055
1.618 131-230
1.000 131-140
0.618 131-085
HIGH 130-315
0.618 130-260
0.500 130-242
0.382 130-225
LOW 130-170
0.618 130-080
1.000 130-025
1.618 129-255
2.618 129-110
4.250 128-194
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 130-242 130-312
PP 130-238 130-285
S1 130-234 130-258

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

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