ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	131-005	130-195	-0-130	-0.3%	130-295
High	131-005	131-065	0-060	0.1%	131-195
Low	130-100	130-165	0-065	0.2%	130-100
Close	130-170	131-030	0-180	0.4%	131-030
Range	0-225	0-220	-0-005	-2.2%	1-095
ATR	0-178	0-181	0-003	1.7%	0-000
Volume	1,225,534	836,892	-388,642	-31.7%	5,810,628

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-000	132-235	131-151
R3	132-100	132-015	131-090
R2	131-200	131-200	131-070
R1	131-115	131-115	131-050	131-158
PP	130-300	130-300	130-300	131-001
S1	130-215	130-215	131-010	130-258
S2	130-080	130-080	130-310
S3	129-180	129-315	130-290
S4	128-280	129-095	130-229

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-287	134-093	131-258
R3	133-192	132-318	131-144
R2	132-097	132-097	131-106
R1	131-223	131-223	131-068	132-000
PP	131-002	131-002	131-002	131-050
S1	130-128	130-128	130-312	130-225
S2	129-227	129-227	130-274
S3	128-132	129-033	130-236
S4	127-037	127-258	130-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-195	130-100	1-095	1.0%	0-200	0.5%	60%	False	False	1,162,125
10	131-195	130-030	1-165	1.2%	0-178	0.4%	66%	False	False	632,114
20	132-050	130-030	2-020	1.6%	0-184	0.4%	48%	False	False	321,389
40	132-050	129-160	2-210	2.0%	0-158	0.4%	60%	False	False	161,364

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-040
2.618	133-001
1.618	132-101
1.000	131-285
0.618	131-201
HIGH	131-065
0.618	130-301
0.500	130-275
0.382	130-249
LOW	130-165
0.618	130-029
1.000	129-265
1.618	129-129
2.618	128-229
4.250	127-190

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	131-005	131-008
PP	130-300	130-307
S1	130-275	130-285

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