ECBOT 10 Year T-Note Future June 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 129-315 128-280 -1-035 -0.9% 131-045
High 130-010 129-005 -1-005 -0.8% 131-165
Low 128-200 128-070 -0-130 -0.3% 130-170
Close 128-245 128-270 0-025 0.1% 130-230
Range 1-130 0-255 -0-195 -43.3% 0-315
ATR 0-198 0-202 0-004 2.1% 0-000
Volume 1,738,099 1,485,581 -252,518 -14.5% 4,149,351
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 131-027 130-243 129-090
R3 130-092 129-308 129-020
R2 129-157 129-157 128-317
R1 129-053 129-053 128-293 128-298
PP 128-222 128-222 128-222 128-184
S1 128-118 128-118 128-247 128-042
S2 127-287 127-287 128-223
S3 127-032 127-183 128-200
S4 126-097 126-248 128-130
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
5 131-045 128-070 2-295 2.3% 0-252 0.6% 21% False True 1,189,330
10 131-165 128-070 3-095 2.6% 0-208 0.5% 19% False True 996,447
20 131-195 128-070 3-125 2.6% 0-197 0.5% 18% False True 773,802
40 132-050 128-070 3-300 3.1% 0-184 0.4% 16% False True 389,499
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-129
2.618 131-033
1.618 130-098
1.000 129-260
0.618 129-163
HIGH 129-005
0.618 128-228
0.500 128-198
0.382 128-167
LOW 128-070
0.618 127-232
1.000 127-135
1.618 126-297
2.618 126-042
4.250 124-266
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 128-246 129-162
PP 128-222 129-092
S1 128-198 129-021

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

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