ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	131-030	130-120	-0-230	-0.5%	131-140
High	131-030	130-120	-0-230	-0.5%	131-250
Low	130-110	129-050	-1-060	-0.9%	130-255
Close	130-155	129-075	-1-080	-1.0%	131-020
Range	0-240	1-070	0-150	62.5%	0-315
ATR	0-178	0-195	0-018	10.0%	0-000
Volume	11,093	5,834	-5,259	-47.4%	127,592

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-078	132-147	129-290
R3	132-008	131-077	129-182
R2	130-258	130-258	129-146
R1	130-007	130-007	129-111	129-258
PP	129-188	129-188	129-188	129-154
S1	128-257	128-257	129-039	128-188
S2	128-118	128-118	129-004
S3	127-048	127-187	128-288
S4	125-298	126-117	128-180

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	131-175	129-050	2-125	1.8%	0-207	0.5%	3%	False	True	11,367
10	131-250	129-050	2-200	2.0%	0-188	0.5%	3%	False	True	42,031
20	131-285	129-050	2-235	2.1%	0-185	0.4%	3%	False	True	569,863
40	132-110	129-050	3-060	2.5%	0-193	0.5%	2%	False	True	804,008
60	132-110	129-050	3-060	2.5%	0-191	0.5%	2%	False	True	738,726
80	132-110	128-200	3-230	2.9%	0-203	0.5%	16%	False	False	710,377
100	132-110	126-070	6-040	4.7%	0-208	0.5%	49%	False	False	569,012
120	132-110	126-070	6-040	4.7%	0-199	0.5%	49%	False	False	474,326

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	0-014
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	135-178
2.618	133-181
1.618	132-111
1.000	131-190
0.618	131-041
HIGH	130-120
0.618	129-291
0.500	129-245
0.382	129-199
LOW	129-050
0.618	128-129
1.000	127-300
1.618	127-059
2.618	125-309
4.250	123-312

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	129-245	130-095
PP	129-188	129-302
S1	129-132	129-188

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