ECBOT 10 Year T-Note Future June 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 128-280 128-255 -0-025 -0.1% 130-240
High 129-005 128-285 -0-040 -0.1% 131-045
Low 128-070 128-030 -0-040 -0.1% 128-030
Close 128-270 128-195 -0-075 -0.2% 128-195
Range 0-255 0-255 0-000 0.0% 3-015
ATR 0-202 0-206 0-004 1.9% 0-000
Volume 1,485,581 1,242,026 -243,555 -16.4% 6,220,257
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-295 130-180 129-015
R3 130-040 129-245 128-265
R2 129-105 129-105 128-242
R1 128-310 128-310 128-218 128-240
PP 128-170 128-170 128-170 128-135
S1 128-055 128-055 128-172 127-305
S2 127-235 127-235 128-148
S3 126-300 127-120 128-125
S4 126-045 126-185 128-055
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 138-135 136-180 130-091
R3 135-120 133-165 129-143
R2 132-105 132-105 129-054
R1 130-150 130-150 128-284 129-280
PP 129-090 129-090 129-090 128-315
S1 127-135 127-135 128-106 126-265
S2 126-075 126-075 128-016
S3 123-060 124-120 127-247
S4 120-045 121-105 126-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-045 128-030 3-015 2.4% 0-274 0.7% 17% False True 1,244,051
10 131-165 128-030 3-135 2.7% 0-212 0.5% 15% False True 1,036,960
20 131-195 128-030 3-165 2.7% 0-195 0.5% 15% False True 834,537
40 132-050 128-030 4-020 3.2% 0-183 0.4% 13% False True 420,544
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 132-089
2.618 130-313
1.618 130-058
1.000 129-220
0.618 129-123
HIGH 128-285
0.618 128-188
0.500 128-158
0.382 128-127
LOW 128-030
0.618 127-192
1.000 127-095
1.618 126-257
2.618 126-002
4.250 124-226
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 128-182 129-020
PP 128-170 128-292
S1 128-158 128-243

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

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