ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 131-140 131-055 -0-085 -0.2% 131-065
High 131-190 131-250 0-060 0.1% 131-285
Low 131-055 131-045 -0-010 0.0% 130-215
Close 131-065 131-230 0-165 0.4% 131-125
Range 0-135 0-205 0-070 51.9% 1-070
ATR 0-188 0-189 0-001 0.6% 0-000
Volume 39,691 28,606 -11,085 -27.9% 4,132,503
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-150 133-075 132-023
R3 132-265 132-190 131-286
R2 132-060 132-060 131-268
R1 131-305 131-305 131-249 132-022
PP 131-175 131-175 131-175 131-194
S1 131-100 131-100 131-211 131-138
S2 130-290 130-290 131-192
S3 130-085 130-215 131-174
S4 129-200 130-010 131-117
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 134-312 134-128 132-020
R3 133-242 133-058 131-232
R2 132-172 132-172 131-196
R1 131-308 131-308 131-161 132-080
PP 131-102 131-102 131-102 131-148
S1 130-238 130-238 131-089 131-010
S2 130-032 130-032 131-054
S3 128-282 129-168 131-018
S4 127-212 128-098 130-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-250 130-215 1-035 0.8% 0-199 0.5% 94% True False 158,924
10 131-285 130-120 1-165 1.2% 0-180 0.4% 89% False False 743,278
20 131-285 130-120 1-165 1.2% 0-183 0.4% 89% False False 864,873
40 132-110 129-260 2-170 1.9% 0-193 0.5% 75% False False 920,492
60 132-110 129-125 2-305 2.2% 0-196 0.5% 79% False False 817,289
80 132-110 128-200 3-230 2.8% 0-206 0.5% 83% False False 709,687
100 132-110 126-070 6-040 4.7% 0-208 0.5% 90% False False 568,215
120 132-110 126-070 6-040 4.7% 0-191 0.5% 90% False False 473,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-161
2.618 133-147
1.618 132-262
1.000 132-135
0.618 132-057
HIGH 131-250
0.618 131-172
0.500 131-148
0.382 131-123
LOW 131-045
0.618 130-238
1.000 130-160
1.618 130-033
2.618 129-148
4.250 128-134
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 131-202 131-188
PP 131-175 131-147
S1 131-148 131-105

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

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