ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 130-240 130-235 -0-005 0.0% 131-045
High 131-045 130-255 -0-110 -0.3% 131-165
Low 130-225 129-305 -0-240 -0.6% 130-170
Close 130-240 130-040 -0-200 -0.5% 130-230
Range 0-140 0-270 0-130 92.9% 0-315
ATR 0-169 0-176 0-007 4.3% 0-000
Volume 567,625 1,186,926 619,301 109.1% 4,149,351
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-263 132-102 130-188
R3 131-313 131-152 130-114
R2 131-043 131-043 130-090
R1 130-202 130-202 130-065 130-148
PP 130-093 130-093 130-093 130-066
S1 129-252 129-252 130-015 129-198
S2 129-143 129-143 129-310
S3 128-193 128-302 129-286
S4 127-243 128-032 129-212
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
5 131-135 129-305 1-150 1.1% 0-157 0.4% 12% False True 854,936
10 131-165 129-305 1-180 1.2% 0-184 0.4% 11% False True 942,317
20 131-195 129-305 1-210 1.3% 0-177 0.4% 10% False True 613,319
40 132-050 129-160 2-210 2.0% 0-169 0.4% 24% False False 308,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 134-122
2.618 133-002
1.618 132-052
1.000 131-205
0.618 131-102
HIGH 130-255
0.618 130-152
0.500 130-120
0.382 130-088
LOW 129-305
0.618 129-138
1.000 129-035
1.618 128-188
2.618 127-238
4.250 126-118
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 130-120 130-175
PP 130-093 130-130
S1 130-067 130-085

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

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