ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 128-180 128-010 -0-170 -0.4% 127-280
High 128-180 128-040 -0-140 -0.3% 128-220
Low 127-210 128-010 0-120 0.3% 127-280
Close 127-210 128-040 0-150 0.4% 128-080
Range 0-290 0-030 -0-260 -89.7% 0-260
ATR 0-121 0-123 0-002 1.7% 0-000
Volume 406 117 -289 -71.2% 1,699
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 128-120 128-110 128-056
R3 128-090 128-080 128-048
R2 128-060 128-060 128-046
R1 128-050 128-050 128-043 128-055
PP 128-030 128-030 128-030 128-032
S1 128-020 128-020 128-037 128-025
S2 128-000 128-000 128-034
S3 127-290 127-310 128-032
S4 127-260 127-280 128-024
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-227 130-093 128-223
R3 129-287 129-153 128-152
R2 129-027 129-027 128-128
R1 128-213 128-213 128-104 128-280
PP 128-087 128-087 128-087 128-120
S1 127-273 127-273 128-056 128-020
S2 127-147 127-147 128-032
S3 126-207 127-013 128-008
S4 125-267 126-073 127-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-220 127-210 1-010 0.8% 0-070 0.2% 45% False False 435
10 128-220 127-180 1-040 0.9% 0-045 0.1% 50% False False 222
20 129-310 126-270 3-040 2.4% 0-022 0.1% 41% False False 111
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 128-168
2.618 128-119
1.618 128-089
1.000 128-070
0.618 128-059
HIGH 128-040
0.618 128-029
0.500 128-025
0.382 128-021
LOW 128-010
0.618 127-311
1.000 127-300
1.618 127-281
2.618 127-251
4.250 127-202
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 128-035 128-038
PP 128-030 128-037
S1 128-025 128-035

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

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