ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
128-170 |
128-215 |
0-045 |
0.1% |
128-185 |
| High |
128-310 |
129-095 |
0-105 |
0.3% |
129-095 |
| Low |
128-130 |
128-180 |
0-050 |
0.1% |
127-230 |
| Close |
128-235 |
129-015 |
0-100 |
0.2% |
129-015 |
| Range |
0-180 |
0-235 |
0-055 |
30.6% |
1-185 |
| ATR |
0-216 |
0-218 |
0-001 |
0.6% |
0-000 |
| Volume |
1,111,164 |
974,353 |
-136,811 |
-12.3% |
5,549,529 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-055 |
130-270 |
129-144 |
|
| R3 |
130-140 |
130-035 |
129-080 |
|
| R2 |
129-225 |
129-225 |
129-058 |
|
| R1 |
129-120 |
129-120 |
129-037 |
129-172 |
| PP |
128-310 |
128-310 |
128-310 |
129-016 |
| S1 |
128-205 |
128-205 |
128-313 |
128-258 |
| S2 |
128-075 |
128-075 |
128-292 |
|
| S3 |
127-160 |
127-290 |
128-270 |
|
| S4 |
126-245 |
127-055 |
128-206 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-135 |
132-260 |
129-293 |
|
| R3 |
131-270 |
131-075 |
129-154 |
|
| R2 |
130-085 |
130-085 |
129-108 |
|
| R1 |
129-210 |
129-210 |
129-061 |
129-308 |
| PP |
128-220 |
128-220 |
128-220 |
128-269 |
| S1 |
128-025 |
128-025 |
128-289 |
128-122 |
| S2 |
127-035 |
127-035 |
128-242 |
|
| S3 |
125-170 |
126-160 |
128-196 |
|
| S4 |
123-305 |
124-295 |
128-057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
127-230 |
1-185 |
1.2% |
0-248 |
0.6% |
84% |
True |
False |
1,109,905 |
| 10 |
131-045 |
127-230 |
3-135 |
2.7% |
0-261 |
0.6% |
39% |
False |
False |
1,176,978 |
| 20 |
131-195 |
127-230 |
3-285 |
3.0% |
0-218 |
0.5% |
34% |
False |
False |
1,086,488 |
| 40 |
132-050 |
127-230 |
4-140 |
3.4% |
0-189 |
0.5% |
30% |
False |
False |
559,175 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-169 |
0.4% |
30% |
False |
False |
372,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-134 |
|
2.618 |
131-070 |
|
1.618 |
130-155 |
|
1.000 |
130-010 |
|
0.618 |
129-240 |
|
HIGH |
129-095 |
|
0.618 |
129-005 |
|
0.500 |
128-298 |
|
0.382 |
128-270 |
|
LOW |
128-180 |
|
0.618 |
128-035 |
|
1.000 |
127-265 |
|
1.618 |
127-120 |
|
2.618 |
126-205 |
|
4.250 |
125-141 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-002 |
128-283 |
| PP |
128-310 |
128-232 |
| S1 |
128-298 |
128-180 |
|