ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 128-170 128-220 0-050 0.1% 127-000
High 128-180 128-220 0-040 0.1% 127-280
Low 128-120 128-220 0-100 0.2% 126-270
Close 128-120 128-220 0-100 0.2% 127-280
Range 0-060 0-000 -0-060 -100.0% 1-010
ATR 0-110 0-110 -0-001 -0.7% 0-000
Volume 45 826 781 1,735.6% 5
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 128-220 128-220 128-220
R3 128-220 128-220 128-220
R2 128-220 128-220 128-220
R1 128-220 128-220 128-220 128-220
PP 128-220 128-220 128-220 128-220
S1 128-220 128-220 128-220 128-220
S2 128-220 128-220 128-220
S3 128-220 128-220 128-220
S4 128-220 128-220 128-220
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-200 130-090 128-142
R3 129-190 129-080 128-051
R2 128-180 128-180 128-020
R1 128-070 128-070 127-310 128-125
PP 127-170 127-170 127-170 127-198
S1 127-060 127-060 127-250 127-115
S2 126-160 126-160 127-220
S3 125-150 126-050 127-189
S4 124-140 125-040 127-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-220 127-280 0-260 0.6% 0-012 0.0% 100% True False 174
10 128-220 126-270 1-270 1.4% 0-010 0.0% 100% True False 87
20 130-150 126-270 3-200 2.8% 0-005 0.0% 51% False False 44
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-220
2.618 128-220
1.618 128-220
1.000 128-220
0.618 128-220
HIGH 128-220
0.618 128-220
0.500 128-220
0.382 128-220
LOW 128-220
0.618 128-220
1.000 128-220
1.618 128-220
2.618 128-220
4.250 128-220
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 128-220 128-200
PP 128-220 128-180
S1 128-220 128-160

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

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