ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 129-170 129-285 0-115 0.3% 128-315
High 129-310 130-020 0-030 0.1% 130-020
Low 129-135 129-085 -0-050 -0.1% 128-200
Close 129-290 129-155 -0-135 -0.3% 129-155
Range 0-175 0-255 0-080 45.7% 1-140
ATR 0-210 0-213 0-003 1.5% 0-000
Volume 1,021,900 1,072,843 50,943 5.0% 4,973,777
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 131-318 131-172 129-295
R3 131-063 130-237 129-225
R2 130-128 130-128 129-202
R1 129-302 129-302 129-178 129-248
PP 129-193 129-193 129-193 129-166
S1 129-047 129-047 129-132 128-312
S2 128-258 128-258 129-108
S3 128-003 128-112 129-085
S4 127-068 127-177 129-015
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-225 133-010 130-088
R3 132-085 131-190 129-282
R2 130-265 130-265 129-239
R1 130-050 130-050 129-197 130-158
PP 129-125 129-125 129-125 129-179
S1 128-230 128-230 129-113 129-018
S2 127-305 127-305 129-071
S3 126-165 127-090 129-028
S4 125-025 125-270 128-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-020 128-200 1-140 1.1% 0-203 0.5% 60% True False 994,755
10 130-020 127-230 2-110 1.8% 0-226 0.5% 75% True False 1,052,330
20 131-165 127-230 3-255 2.9% 0-218 0.5% 47% False False 1,044,645
40 132-050 127-230 4-140 3.4% 0-202 0.5% 40% False False 683,017
60 132-050 127-230 4-140 3.4% 0-178 0.4% 40% False False 455,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-144
2.618 132-048
1.618 131-113
1.000 130-275
0.618 130-178
HIGH 130-020
0.618 129-243
0.500 129-212
0.382 129-182
LOW 129-085
0.618 128-247
1.000 128-150
1.618 127-312
2.618 127-057
4.250 125-281
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 129-212 129-212
PP 129-193 129-193
S1 129-174 129-174

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

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