ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	131-050	131-030	-0-020	0.0%	131-140
High	131-140	131-030	-0-110	-0.3%	131-250
Low	131-020	130-110	-0-230	-0.5%	130-255
Close	131-025	130-155	-0-190	-0.5%	131-020
Range	0-120	0-240	0-120	100.0%	0-315
ATR	0-173	0-178	0-005	2.8%	0-000
Volume	10,548	11,093	545	5.2%	127,592

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-285	132-140	130-287
R3	132-045	131-220	130-221
R2	131-125	131-125	130-199
R1	130-300	130-300	130-177	130-252
PP	130-205	130-205	130-205	130-181
S1	130-060	130-060	130-133	130-012
S2	129-285	129-285	130-111
S3	129-045	129-140	130-089
S4	128-125	128-220	130-023

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	131-225	130-110	1-115	1.0%	0-146	0.3%	10%	False	True	16,187
10	131-250	130-110	1-140	1.1%	0-172	0.4%	10%	False	True	87,555
20	131-285	130-110	1-175	1.2%	0-173	0.4%	9%	False	True	620,080
40	132-110	129-260	2-170	1.9%	0-188	0.5%	27%	False	False	824,166
60	132-110	129-250	2-180	2.0%	0-188	0.4%	27%	False	False	751,931
80	132-110	128-200	3-230	2.8%	0-199	0.5%	50%	False	False	710,378
100	132-110	126-070	6-040	4.7%	0-206	0.5%	70%	False	False	568,971
120	132-110	126-070	6-040	4.7%	0-196	0.5%	70%	False	False	474,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	134-090
2.618	133-018
1.618	132-098
1.000	131-270
0.618	131-178
HIGH	131-030
0.618	130-258
0.500	130-230
0.382	130-202
LOW	130-110
0.618	129-282
1.000	129-190
1.618	129-042
2.618	128-122
4.250	127-050

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	130-230	130-285
PP	130-205	130-242
S1	130-180	130-198

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols