ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
128-315 |
129-010 |
0-015 |
0.0% |
128-185 |
| High |
129-060 |
129-225 |
0-165 |
0.4% |
129-095 |
| Low |
128-200 |
128-300 |
0-100 |
0.2% |
127-230 |
| Close |
129-020 |
129-190 |
0-170 |
0.4% |
129-015 |
| Range |
0-180 |
0-245 |
0-065 |
36.1% |
1-185 |
| ATR |
0-215 |
0-217 |
0-002 |
1.0% |
0-000 |
| Volume |
886,468 |
952,202 |
65,734 |
7.4% |
5,549,529 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-227 |
131-133 |
130-005 |
|
| R3 |
130-302 |
130-208 |
129-257 |
|
| R2 |
130-057 |
130-057 |
129-235 |
|
| R1 |
129-283 |
129-283 |
129-212 |
130-010 |
| PP |
129-132 |
129-132 |
129-132 |
129-155 |
| S1 |
129-038 |
129-038 |
129-168 |
129-085 |
| S2 |
128-207 |
128-207 |
129-145 |
|
| S3 |
127-282 |
128-113 |
129-123 |
|
| S4 |
127-037 |
127-188 |
129-055 |
|
|
| 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 |
129-225 |
127-265 |
1-280 |
1.4% |
0-220 |
0.5% |
94% |
True |
False |
1,011,793 |
| 10 |
130-010 |
127-230 |
2-100 |
1.8% |
0-262 |
0.6% |
81% |
False |
False |
1,185,390 |
| 20 |
131-165 |
127-230 |
3-255 |
2.9% |
0-223 |
0.5% |
49% |
False |
False |
1,063,853 |
| 40 |
132-050 |
127-230 |
4-140 |
3.4% |
0-194 |
0.5% |
42% |
False |
False |
605,035 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-171 |
0.4% |
42% |
False |
False |
403,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-306 |
|
2.618 |
131-226 |
|
1.618 |
130-301 |
|
1.000 |
130-150 |
|
0.618 |
130-056 |
|
HIGH |
129-225 |
|
0.618 |
129-131 |
|
0.500 |
129-102 |
|
0.382 |
129-074 |
|
LOW |
128-300 |
|
0.618 |
128-149 |
|
1.000 |
128-055 |
|
1.618 |
127-224 |
|
2.618 |
126-299 |
|
4.250 |
125-219 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-161 |
129-141 |
| PP |
129-132 |
129-092 |
| S1 |
129-102 |
129-042 |
|