ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 129-100 129-090 -0-010 0.0% 131-050
High 129-150 129-120 -0-030 -0.1% 131-140
Low 128-250 128-215 -0-035 -0.1% 128-215
Close 129-110 129-015 -0-095 -0.2% 129-015
Range 0-220 0-225 0-005 2.3% 2-245
ATR 0-197 0-199 0-002 1.0% 0-000
Volume 10,856 8,224 -2,632 -24.2% 46,555
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 131-045 130-255 129-139
R3 130-140 130-030 129-077
R2 129-235 129-235 129-056
R1 129-125 129-125 129-036 129-068
PP 129-010 129-010 129-010 128-301
S1 128-220 128-220 128-314 128-162
S2 128-105 128-105 128-294
S3 127-200 127-315 128-273
S4 126-295 127-090 128-211
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 138-005 136-095 130-182
R3 135-080 133-170 129-258
R2 132-155 132-155 129-177
R1 130-245 130-245 129-096 130-078
PP 129-230 129-230 129-230 129-146
S1 128-000 128-000 128-254 127-152
S2 126-305 126-305 128-173
S3 124-060 125-075 128-092
S4 121-135 122-150 127-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 128-215 2-245 2.1% 0-239 0.6% 14% False True 9,311
10 131-250 128-215 3-035 2.4% 0-190 0.5% 12% False True 17,414
20 131-285 128-215 3-070 2.5% 0-184 0.4% 12% False True 467,128
40 132-110 128-215 3-215 2.8% 0-194 0.5% 10% False True 752,530
60 132-110 128-215 3-215 2.8% 0-192 0.5% 10% False True 719,114
80 132-110 128-200 3-230 2.9% 0-202 0.5% 11% False False 710,211
100 132-110 126-070 6-040 4.7% 0-210 0.5% 46% False False 569,189
120 132-110 126-070 6-040 4.7% 0-200 0.5% 46% False False 474,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-116
2.618 131-069
1.618 130-164
1.000 130-025
0.618 129-259
HIGH 129-120
0.618 129-034
0.500 129-008
0.382 128-301
LOW 128-215
0.618 128-076
1.000 127-310
1.618 127-171
2.618 126-266
4.250 125-219
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 129-012 129-168
PP 129-010 129-117
S1 129-008 129-066

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

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