ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	130-120	129-100	-1-020	-0.8%	131-140
High	130-120	129-150	-0-290	-0.7%	131-250
Low	129-050	128-250	-0-120	-0.3%	130-255
Close	129-075	129-110	0-035	0.1%	131-020
Range	1-070	0-220	-0-170	-43.6%	0-315
ATR	0-195	0-197	0-002	0.9%	0-000
Volume	5,834	10,856	5,022	86.1%	127,592

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-083	130-317	129-231
R3	130-183	130-097	129-170
R2	129-283	129-283	129-150
R1	129-197	129-197	129-130	129-240
PP	129-063	129-063	129-063	129-085
S1	128-297	128-297	129-090	129-020
S2	128-163	128-163	129-070
S3	127-263	128-077	129-050
S4	127-043	127-177	128-309

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-053	133-192	131-193
R3	133-058	132-197	131-107
R2	132-063	132-063	131-078
R1	131-202	131-202	131-049	131-135
PP	131-068	131-068	131-068	131-035
S1	130-207	130-207	130-311	130-140
S2	130-073	130-073	130-282
S3	129-078	129-212	130-253
S4	128-083	128-217	130-167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-140	128-250	2-210	2.1%	0-226	0.5%	21%	False	True	10,464
10	131-250	128-250	3-000	2.3%	0-189	0.5%	19%	False	True	26,464
20	131-285	128-250	3-035	2.4%	0-187	0.5%	18%	False	True	521,354
40	132-110	128-250	3-180	2.8%	0-195	0.5%	16%	False	True	782,922
60	132-110	128-250	3-180	2.8%	0-190	0.5%	16%	False	True	726,701
80	132-110	128-200	3-230	2.9%	0-202	0.5%	19%	False	False	710,336
100	132-110	126-070	6-040	4.7%	0-208	0.5%	51%	False	False	569,108
120	132-110	126-070	6-040	4.7%	0-200	0.5%	51%	False	False	474,416

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	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-125
2.618	131-086
1.618	130-186
1.000	130-050
0.618	129-286
HIGH	129-150
0.618	129-066
0.500	129-040
0.382	129-014
LOW	128-250
0.618	128-114
1.000	128-030
1.618	127-214
2.618	126-314
4.250	125-275

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	129-087	129-300
PP	129-063	129-237
S1	129-040	129-173

Download as Excel Spreadsheet

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

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